+30.8%
JEPI vs EPAM
-56.4%
+87.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -0.6% | +18.4% | -18.9% | -2.0% |
| 3M | +4.8% | +19.2% | -14.4% | +2.8% |
| 6M | +2.1% | -21.0% | +23.0% | +4.1% |
| YTD | +4.8% | -43.7% | +48.6% | +10.2% |
| 1Y | +8.4% | -29.9% | +38.3% | +11.0% |
| 3Y | +30.8% | -56.5% | +87.3% | +35.8% |
| All | +30.8% | -56.4% | +87.1% | +35.8% |
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