-73.8%
JBLU vs EPAM
+69.2%
-143.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.8% | -4.5% | -0.3% | -3.5% |
| 30D | -24.4% | +14.6% | -39.1% | -27.5% |
| 3M | -4.8% | +23.1% | -27.9% | -11.7% |
| 6M | -0.5% | -19.5% | +19.0% | +4.1% |
| YTD | -3.5% | -44.1% | +40.6% | +11.1% |
| 1Y | -13.6% | -25.2% | +11.6% | -8.9% |
| 3Y | -15.3% | -56.8% | +41.6% | +1.2% |
| 5Y | -70.1% | -81.7% | +11.6% | -60.2% |
| All | -73.8% | +69.2% | -143.1% | -79.7% |
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