-5.3%
JBLU vs EPAM
-30.1%
+24.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.4% |
| 3M | -35.2% | +60.7% | -95.8% | -45.5% |
| 6M | -20.0% | +80.5% | -100.5% | -37.1% |
| YTD | -17.4% | -20.4% | +3.0% | -10.6% |
| 1Y | -13.0% | -9.6% | -3.4% | -11.2% |
| 3Y | -5.3% | -30.5% | +25.2% | -29.9% |
| All | -5.3% | -30.1% | +24.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling