+18.5%
JBHT vs EPAM
-77.2%
+95.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -6.4% |
| 7D | -1.4% | +23.0% | -24.4% | -4.6% |
| 30D | -3.1% | +51.6% | -54.7% | -9.2% |
| 3M | -19.5% | +50.8% | -70.4% | -24.7% |
| 6M | -9.6% | +51.1% | -60.7% | -15.9% |
| YTD | +13.3% | -19.1% | +32.4% | +14.9% |
| 1Y | +29.7% | +3.0% | +26.7% | +26.5% |
| 3Y | +28.3% | -31.2% | +59.5% | +29.5% |
| 5Y | +18.5% | -76.5% | +95.0% | +27.7% |
| All | +18.5% | -77.2% | +95.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling