-43.6%
JOBY vs EPAM
-52.5%
+8.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.7% | -8.9% | -5.4% |
| 7D | +22.1% | +18.8% | +3.3% | +15.8% |
| 30D | +8.8% | +44.9% | -36.1% | -2.5% |
| 3M | -32.8% | +68.6% | -101.4% | -42.6% |
| 6M | -45.5% | +65.4% | -111.0% | -54.5% |
| YTD | -55.2% | -19.9% | -35.3% | -53.3% |
| 1Y | -62.5% | -10.0% | -52.4% | -62.4% |
| 3Y | +14.1% | -30.3% | +44.3% | +18.4% |
| 5Y | -35.9% | -75.7% | +39.7% | -8.0% |
| All | -43.6% | -52.5% | +8.8% | -34.6% |
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