+736.0%
EPAM vs UEC
+191.4%
+544.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | +2.0% | -6.9% | +8.9% | +2.7% |
| 30D | +6.5% | +7.6% | -1.1% | +5.6% |
| 3M | +19.9% | -18.4% | +38.3% | +21.3% |
| 6M | -16.9% | -23.3% | +6.3% | -16.3% |
| YTD | -42.9% | -1.2% | -41.7% | -44.3% |
| 1Y | -30.4% | +2.3% | -32.7% | -33.2% |
| 3Y | -54.7% | +162.3% | -217.0% | -62.6% |
| 5Y | -81.8% | +287.2% | -369.1% | -86.6% |
| 10Y | +65.5% | +1,009.6% | -944.2% | -5.7% |
| All | +736.0% | +191.4% | +544.6% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 all: compounded portfolio wealth divided by compounded UEC 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…
all analysis · Full analysis span regression · 6 months rolling