-13.3%
EPAM vs URA
-32.2%
+18.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +0.8% | -10.5% | +11.4% | +0.2% |
| 30D | +24.9% | -18.6% | +43.6% | +23.8% |
| 3M | +22.6% | -23.0% | +45.6% | +21.2% |
| 6M | +24.2% | -40.3% | +64.5% | +23.7% |
| YTD | -33.0% | -23.5% | -9.5% | -34.5% |
| 1Y | -13.3% | -31.1% | +17.8% | -14.0% |
| All | -13.3% | -32.2% | +18.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling