+66.5%
EPAM vs URA
+359.3%
-292.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | +6.5% | +7.4% | -0.9% | +4.5% |
| 3M | +19.9% | -8.4% | +28.3% | +21.5% |
| 6M | -16.9% | -12.7% | -4.2% | -15.8% |
| YTD | -42.9% | +7.8% | -50.7% | -46.3% |
| 1Y | -30.4% | +19.5% | -49.8% | -37.9% |
| 3Y | -54.7% | +116.4% | -171.2% | -68.6% |
| 5Y | -81.8% | +134.3% | -216.1% | -88.5% |
| All | +66.5% | +359.3% | -292.8% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling