-34.9%
EPAM vs RJF
+67.6%
-102.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.6% | -3.3% |
| 7D | +13.4% | +3.6% | +9.8% | +11.0% |
| 30D | +47.1% | +3.5% | +43.5% | +43.7% |
| 3M | +71.2% | -8.9% | +80.1% | +78.6% |
| 6M | +48.9% | +2.9% | +46.1% | +45.8% |
| YTD | -22.2% | +2.8% | -25.1% | -24.0% |
| 1Y | -5.2% | +2.7% | -7.8% | -7.3% |
| 3Y | -34.9% | +69.3% | -104.2% | -49.7% |
| All | -34.9% | +67.6% | -102.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling