+273.3%
JBHT vs EPAM
+65.3%
+207.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.3% |
| 7D | +4.9% | +2.0% | +2.9% | +4.5% |
| 30D | +0.6% | +6.5% | -5.9% | -1.0% |
| 3M | -3.2% | +19.9% | -23.1% | -7.4% |
| 6M | +17.0% | -16.9% | +33.9% | +19.7% |
| YTD | +41.7% | -42.9% | +84.5% | +54.9% |
| 1Y | +90.0% | -30.4% | +120.4% | +99.0% |
| 3Y | +47.0% | -54.7% | +101.7% | +62.6% |
| 5Y | +58.3% | -81.8% | +140.1% | +99.5% |
| All | +273.3% | +65.3% | +207.9% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling