+187.8%
JBHT vs EPAM
+170.1%
+17.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.1% |
| 7D | -1.6% | +13.4% | -15.0% | -4.4% |
| 30D | -2.3% | +47.1% | -49.4% | -9.9% |
| 3M | -18.5% | +71.2% | -89.6% | -27.1% |
| 6M | -11.3% | +48.9% | -60.2% | -19.3% |
| YTD | +12.6% | -22.2% | +34.8% | +15.2% |
| 1Y | +29.8% | -5.2% | +34.9% | +27.4% |
| 3Y | +28.1% | -34.9% | +63.0% | +31.4% |
| 5Y | +17.7% | -77.4% | +95.1% | +43.3% |
| All | +187.8% | +170.1% | +17.6% | +69.1% |
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