-8.5%
JHX vs EPAM
+67.1%
-75.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -3.7% | +18.5% | -22.2% | -4.9% |
| 30D | +14.8% | +44.0% | -29.2% | +6.4% |
| 3M | -8.5% | +63.0% | -71.5% | -20.0% |
| All | -8.5% | +67.1% | -75.6% | -20.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling