+110.0%
JHX vs EPAM
+158.4%
-48.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -3.8% | -1.1% | -2.7% | -3.6% |
| 30D | +11.7% | +41.8% | -30.1% | +0.6% |
| 3M | -10.7% | +63.4% | -74.0% | -22.8% |
| 6M | +36.5% | +72.2% | -35.7% | +14.5% |
| YTD | +32.8% | -20.0% | +52.9% | +35.7% |
| 1Y | +62.5% | -9.0% | +71.5% | +59.7% |
| 3Y | -5.7% | -30.4% | +24.7% | -3.9% |
| 5Y | -32.2% | -75.6% | +43.4% | -11.1% |
| All | +110.0% | +158.4% | -48.5% | +19.4% |
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