+401.7%
JHX vs EPAM
+1,086.5%
-684.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.2% | +2.4% | -2.6% | -0.8% |
| 30D | +13.1% | +42.3% | -29.2% | +3.1% |
| 3M | -10.0% | +60.7% | -70.7% | -20.6% |
| 6M | +38.9% | +80.5% | -41.6% | +17.7% |
| YTD | +34.0% | -20.4% | +54.3% | +36.4% |
| 1Y | +66.0% | -9.6% | +75.6% | +63.6% |
| 3Y | -6.2% | -30.5% | +24.2% | -4.6% |
| 5Y | -31.6% | -75.7% | +44.1% | -17.2% |
| 10Y | +116.6% | +160.1% | -43.5% | +50.5% |
| All | +401.7% | +1,086.5% | -684.9% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling