+7.2%
JPM vs EPAM
+46.1%
-38.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.9% |
| 7D | -0.8% | +13.4% | -14.1% | -0.4% |
| 30D | +1.5% | +47.1% | -45.6% | +0.5% |
| 3M | -5.7% | +71.2% | -76.8% | -7.3% |
| 6M | +7.2% | +48.9% | -41.7% | +5.7% |
| All | +7.2% | +46.1% | -38.9% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling