-29.9%
EPAM vs RJF
+8.4%
-38.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.2% |
| 3M | +19.2% | +18.0% | +1.3% | +9.1% |
| 6M | -21.0% | +17.0% | -37.9% | -27.4% |
| YTD | -43.7% | +11.1% | -54.8% | -46.9% |
| 1Y | -29.9% | +8.0% | -37.8% | -33.4% |
| All | -29.9% | +8.4% | -38.3% | -33.4% |
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 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