-12.7%
JBLU vs EPAM
-15.2%
+2.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.0% |
| 7D | +24.9% | +0.8% | +24.1% | +24.8% |
| 30D | -12.3% | +24.9% | -37.2% | -15.6% |
| 3M | -44.5% | +22.6% | -67.0% | -46.5% |
| 6M | -25.7% | +24.2% | -49.9% | -28.0% |
| YTD | -21.8% | -33.0% | +11.2% | -15.0% |
| 1Y | -12.7% | -13.3% | +0.6% | -16.3% |
| All | -12.7% | -15.2% | +2.5% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling