-81.3%
EPAM vs RJF
+106.8%
-188.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | +2.0% | -0.6% | +2.5% | +2.3% |
| 30D | +6.5% | -1.3% | +7.8% | +7.3% |
| 3M | +19.9% | +18.9% | +1.1% | +7.3% |
| 6M | -16.9% | +15.0% | -32.0% | -24.6% |
| YTD | -42.9% | +12.2% | -55.1% | -47.3% |
| 1Y | -30.4% | +5.6% | -36.0% | -33.5% |
| 3Y | -54.7% | +74.9% | -129.6% | -70.5% |
| All | -81.3% | +106.8% | -188.1% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling