-70.1%
JBLU vs EPAM
-82.0%
+11.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.7% |
| 3M | -4.8% | +23.1% | -27.9% | -12.1% |
| 6M | -0.5% | -19.5% | +19.0% | +4.5% |
| YTD | -3.5% | -44.1% | +40.6% | +12.5% |
| 1Y | -13.6% | -25.2% | +11.6% | -8.5% |
| 3Y | -15.3% | -56.8% | +41.6% | +2.0% |
| 5Y | -70.1% | -81.7% | +11.6% | -62.0% |
| All | -70.1% | -82.0% | +11.9% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling