+413.0%
JHX vs EPAM
+1,084.1%
-671.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.7% | +18.5% | -22.2% | -8.2% |
| 30D | +14.8% | +44.0% | -29.2% | +4.3% |
| 3M | -8.5% | +63.0% | -71.5% | -19.5% |
| 6M | +39.2% | +67.3% | -28.0% | +20.2% |
| YTD | +37.0% | -20.5% | +57.5% | +39.6% |
| 1Y | +66.6% | -9.6% | +76.3% | +64.3% |
| 3Y | -2.7% | -30.8% | +28.1% | -0.9% |
| 5Y | -26.3% | -75.6% | +49.4% | -10.8% |
| 10Y | +121.5% | +159.6% | -38.1% | +54.0% |
| All | +413.0% | +1,084.1% | -671.1% | +194.3% |
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