-80.9%
JBLU vs EPAM
+157.4%
-238.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | +2.4% | 0.0% | +1.7% |
| 30D | +24.9% | +42.3% | -17.4% | +11.8% |
| 3M | -35.2% | +60.7% | -95.8% | -44.3% |
| 6M | -20.0% | +80.5% | -100.5% | -34.7% |
| YTD | -17.4% | -20.4% | +3.0% | -15.1% |
| 1Y | -13.0% | -9.6% | -3.4% | -14.0% |
| 3Y | -5.3% | -30.5% | +25.2% | -2.3% |
| 5Y | -75.2% | -75.7% | +0.5% | -70.0% |
| All | -80.9% | +157.4% | -238.3% | -87.3% |
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 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