+79.3%
JEPQ vs EPAM
-44.4%
+123.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.0% |
| 7D | -1.4% | +18.8% | -20.2% | -3.6% |
| 30D | -8.6% | +44.9% | -53.6% | -13.1% |
| 3M | -4.5% | +68.6% | -73.1% | -11.2% |
| 6M | -1.3% | +65.4% | -66.7% | -8.7% |
| YTD | +5.0% | -19.9% | +24.9% | +8.5% |
| 1Y | +5.9% | -10.0% | +15.9% | +7.1% |
| 3Y | +58.0% | -30.3% | +88.3% | +60.5% |
| All | +79.3% | -44.4% | +123.7% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling