-35.8%
JOBY vs EPAM
-66.1%
+30.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | -13.6% | +6.5% | -20.1% | -15.8% |
| 3M | -39.5% | +19.9% | -59.4% | -43.9% |
| 6M | -31.9% | -16.9% | -14.9% | -29.5% |
| YTD | -48.9% | -42.9% | -6.1% | -41.1% |
| 1Y | -48.5% | -30.4% | -18.2% | -44.5% |
| 3Y | -8.0% | -54.7% | +46.7% | +9.2% |
| 5Y | -33.7% | -81.8% | +48.1% | +3.4% |
| All | -35.8% | -66.1% | +30.3% | -17.4% |
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