+1,037.9%
EPAM vs RJF
+751.5%
+286.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.6% | -3.2% |
| 7D | +13.4% | +3.6% | +9.8% | +10.9% |
| 30D | +47.1% | +3.5% | +43.5% | +43.6% |
| 3M | +71.2% | -8.9% | +80.1% | +79.1% |
| 6M | +48.9% | +2.9% | +46.1% | +45.6% |
| YTD | -22.2% | +2.8% | -25.1% | -24.2% |
| 1Y | -5.2% | +2.7% | -7.8% | -7.5% |
| 3Y | -34.9% | +69.3% | -104.2% | -52.9% |
| 5Y | -77.4% | +75.0% | -152.4% | -83.9% |
| 10Y | +158.1% | +378.5% | -220.4% | -1.3% |
| All | +1,037.9% | +751.5% | +286.5% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling