+506.0%
JPM vs EPAM
+163.7%
+342.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.6% |
| 7D | +0.4% | +9.1% | -8.6% | -1.7% |
| 30D | +2.7% | +38.5% | -35.8% | -4.1% |
| 3M | -3.8% | +61.0% | -64.8% | -13.1% |
| 6M | +14.3% | +58.0% | -43.7% | +2.5% |
| YTD | +8.2% | -23.5% | +31.7% | +11.0% |
| 1Y | +11.0% | -10.5% | +21.5% | +10.1% |
| 3Y | +152.7% | -33.8% | +186.5% | +157.1% |
| 5Y | +130.8% | -78.1% | +208.9% | +185.9% |
| 10Y | +506.0% | +157.7% | +348.3% | +246.0% |
| All | +506.0% | +163.7% | +342.3% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling