+64.5%
EPAM vs RJF
+428.9%
-364.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | -0.9% | +1.8% | -2.6% | -1.8% |
| 30D | +18.4% | 0.0% | +18.4% | +18.3% |
| 3M | +19.2% | +18.0% | +1.3% | +8.9% |
| 6M | -21.0% | +17.0% | -37.9% | -27.8% |
| YTD | -43.7% | +11.1% | -54.8% | -47.2% |
| 1Y | -29.9% | +8.0% | -37.8% | -33.3% |
| 3Y | -56.5% | +73.3% | -129.8% | -68.8% |
| 5Y | -81.7% | +107.4% | -189.1% | -88.0% |
| 10Y | +64.5% | +428.5% | -364.0% | -32.4% |
| All | +64.5% | +428.9% | -364.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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