+448.4%
JHX vs EPAM
+751.2%
-302.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +3.1% |
| 7D | +1.5% | +2.0% | -0.4% | +1.1% |
| 30D | +7.2% | +6.5% | +0.6% | +5.1% |
| 3M | +29.9% | +19.9% | +10.0% | +23.0% |
| 6M | +35.4% | -16.9% | +52.3% | +39.3% |
| YTD | +46.5% | -42.9% | +89.3% | +63.1% |
| 1Y | +55.5% | -30.4% | +85.9% | +63.8% |
| 3Y | -0.4% | -54.7% | +54.3% | +13.5% |
| 5Y | -23.3% | -81.8% | +58.5% | +0.1% |
| 10Y | +111.1% | +65.5% | +45.7% | +63.2% |
| All | +448.4% | +751.2% | -302.8% | +243.9% |
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