-14.0%
EPAM vs RJF
+4.1%
-18.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -2.9% |
| 7D | +9.1% | +3.4% | +5.7% | +6.8% |
| 30D | +38.5% | +5.9% | +32.5% | +33.5% |
| 3M | +61.0% | -4.6% | +65.6% | +64.5% |
| 6M | +58.0% | +9.5% | +48.5% | +49.2% |
| YTD | -23.5% | +6.0% | -29.4% | -26.1% |
| All | -14.0% | +4.1% | -18.1% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling