+55.5%
JHX vs EPAM
-32.1%
+87.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +2.7% |
| 7D | +1.5% | +2.0% | -0.4% | +1.4% |
| 30D | +7.2% | +6.5% | +0.6% | +6.3% |
| 3M | +29.9% | +19.9% | +10.0% | +28.3% |
| 6M | +35.4% | -16.9% | +52.3% | +33.7% |
| YTD | +46.5% | -42.9% | +89.3% | +43.1% |
| 1Y | +55.5% | -30.4% | +85.9% | +50.9% |
| All | +55.5% | -32.1% | +87.7% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling