-22.6%
JBLU vs EPAM
+751.2%
-773.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -3.5% | +2.0% | -5.5% | -4.1% |
| 30D | -27.2% | +6.5% | -33.7% | -28.8% |
| 3M | -4.3% | +19.9% | -24.3% | -10.1% |
| 6M | -8.3% | -16.9% | +8.6% | -5.4% |
| YTD | +1.8% | -42.9% | +44.6% | +15.1% |
| 1Y | -9.0% | -30.4% | +21.3% | -2.7% |
| 3Y | -21.9% | -54.7% | +32.8% | -8.9% |
| 5Y | -69.0% | -81.8% | +12.8% | -59.4% |
| 10Y | -70.8% | +65.5% | -136.2% | -77.3% |
| All | -22.6% | +751.2% | -773.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling