+82.2%
JEPQ vs EPAM
-44.8%
+126.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.4% | +2.4% | +1.0% | +3.1% |
| 30D | -5.6% | +42.3% | -47.9% | -10.0% |
| 3M | -4.2% | +60.7% | -64.8% | -10.3% |
| 6M | -0.2% | +80.5% | -80.7% | -9.0% |
| YTD | +6.7% | -20.4% | +27.1% | +10.3% |
| 1Y | +9.5% | -9.6% | +19.1% | +10.6% |
| 3Y | +60.5% | -30.5% | +91.0% | +63.1% |
| All | +82.2% | -44.8% | +126.9% | +91.4% |
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