+402.7%
JBHT vs EPAM
+899.0%
-496.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -1.2% | +24.9% | -26.1% | -5.2% |
| 3M | -17.1% | +22.6% | -39.7% | -20.5% |
| 6M | -4.4% | +24.2% | -28.6% | -9.2% |
| YTD | +17.5% | -33.0% | +50.4% | +23.6% |
| 1Y | +32.6% | -13.3% | +45.9% | +32.9% |
| 3Y | +33.0% | -42.9% | +76.0% | +40.0% |
| 5Y | +20.3% | -80.8% | +101.2% | +44.4% |
| 10Y | +209.1% | +122.5% | +86.6% | +128.7% |
| All | +402.7% | +899.0% | -496.3% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling