-30.5%
EPAM vs RJF
+76.6%
-107.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +2.4% | +3.6% | -1.2% | +0.6% |
| 30D | +42.3% | +7.2% | +35.1% | +36.6% |
| 3M | +60.7% | -6.5% | +67.2% | +65.6% |
| 6M | +80.5% | +10.3% | +70.2% | +70.6% |
| YTD | -20.4% | +6.5% | -26.9% | -23.5% |
| 1Y | -9.6% | +6.1% | -15.7% | -13.1% |
| 3Y | -30.5% | +74.9% | -105.4% | -46.9% |
| All | -30.5% | +76.6% | -107.1% | -46.9% |
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