-15.1%
JBLU vs EPAM
-57.0%
+41.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -5.6% | -2.2% | -3.5% | -4.9% |
| 30D | -22.3% | +17.8% | -40.1% | -27.0% |
| 3M | -11.0% | +19.9% | -30.9% | -18.3% |
| 6M | -3.1% | -21.6% | +18.5% | +5.6% |
| YTD | -3.7% | -44.0% | +40.3% | +19.1% |
| 1Y | -14.8% | -30.5% | +15.7% | -5.3% |
| All | -15.1% | -57.0% | +41.9% | -3.8% |
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