+90.4%
JEPQ vs EPAM
-61.0%
+151.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +1.3% | +18.4% | -17.0% | -1.0% |
| 3M | +3.8% | +19.2% | -15.4% | +0.7% |
| 6M | +12.2% | -21.0% | +33.1% | +15.8% |
| YTD | +11.6% | -43.7% | +55.3% | +21.0% |
| 1Y | +19.9% | -29.9% | +49.8% | +24.7% |
| 3Y | +71.9% | -56.5% | +128.4% | +87.6% |
| All | +90.4% | -61.0% | +151.4% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling