+99.6%
JHX vs EPAM
+69.2%
+30.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -4.9% | -4.5% | -0.4% | -3.7% |
| 30D | -9.3% | +14.6% | -23.9% | -12.7% |
| 3M | +28.1% | +23.1% | +5.0% | +19.4% |
| 6M | +35.2% | -19.5% | +54.7% | +41.0% |
| YTD | +35.9% | -44.1% | +80.0% | +54.7% |
| 1Y | +42.5% | -25.2% | +67.7% | +48.0% |
| 3Y | -4.5% | -56.8% | +52.4% | +12.4% |
| 5Y | -27.1% | -81.7% | +54.6% | +2.5% |
| All | +99.6% | +69.2% | +30.4% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling