+37.1%
JEPI vs EPAM
-30.2%
+67.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -0.1% | +18.5% | -18.7% | -1.3% |
| 30D | +2.8% | +44.0% | -41.2% | +0.1% |
| 3M | +2.6% | +63.0% | -60.4% | -1.1% |
| 6M | +8.4% | +67.3% | -58.9% | +3.7% |
| YTD | +8.6% | -20.5% | +29.2% | +10.9% |
| 1Y | +10.4% | -9.6% | +20.0% | +11.1% |
| All | +37.1% | -30.2% | +67.3% | +36.9% |
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