+1,279.8%
JPM vs EPAM
+751.2%
+528.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.5% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | -0.2% | +6.5% | -6.7% | -1.7% |
| 3M | +15.9% | +19.9% | -4.1% | +10.9% |
| 6M | +20.9% | -16.9% | +37.9% | +23.6% |
| YTD | +12.9% | -42.9% | +55.8% | +23.0% |
| 1Y | +20.3% | -30.4% | +50.7% | +25.6% |
| 3Y | +160.9% | -54.7% | +215.7% | +187.0% |
| 5Y | +154.8% | -81.8% | +236.6% | +211.6% |
| 10Y | +591.1% | +65.5% | +525.6% | +390.3% |
| All | +1,279.8% | +751.2% | +528.6% | +606.1% |
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