-27.2%
JOBY vs EPAM
-81.7%
+54.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | -20.8% | +18.4% | -39.2% | -24.6% |
| 3M | -29.5% | +19.2% | -48.7% | -34.5% |
| 6M | -28.4% | -21.0% | -7.4% | -24.7% |
| YTD | -48.2% | -43.7% | -4.5% | -39.9% |
| 1Y | -49.1% | -29.9% | -19.2% | -45.2% |
| 3Y | -6.3% | -56.5% | +50.2% | +12.7% |
| 5Y | -27.2% | -81.7% | +54.4% | +16.2% |
| All | -27.2% | -81.7% | +54.5% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling