+135.3%
JPM vs EPAM
-75.7%
+211.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | +3.3% | +42.3% | -39.1% | -1.7% |
| 3M | -4.2% | +60.7% | -64.8% | -10.3% |
| 6M | +16.4% | +80.5% | -64.1% | +6.4% |
| YTD | +9.5% | -20.4% | +29.9% | +11.2% |
| 1Y | +14.0% | -9.6% | +23.6% | +13.6% |
| 3Y | +153.1% | -30.5% | +183.6% | +154.9% |
| All | +135.3% | -75.7% | +211.0% | +141.0% |
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 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