+583.6%
JPM vs EPAM
+65.2%
+518.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -1.1% | +18.4% | -19.5% | -4.4% |
| 3M | +14.1% | +19.2% | -5.1% | +9.2% |
| 6M | +23.3% | -21.0% | +44.2% | +27.5% |
| YTD | +11.3% | -43.7% | +55.0% | +22.1% |
| 1Y | +23.0% | -29.9% | +52.9% | +28.4% |
| 3Y | +162.6% | -56.5% | +219.1% | +192.5% |
| 5Y | +152.8% | -81.7% | +234.4% | +218.0% |
| 10Y | +583.6% | +64.5% | +519.1% | +321.0% |
| All | +583.6% | +65.2% | +518.4% | +321.0% |
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