+162.6%
EPAM vs URA
+278.3%
-115.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.2% | -4.9% |
| 7D | +13.4% | -4.1% | +17.5% | +14.2% |
| 30D | +47.1% | -19.0% | +66.1% | +53.9% |
| 3M | +71.2% | -25.1% | +96.3% | +82.0% |
| 6M | +48.9% | -44.5% | +93.4% | +69.4% |
| YTD | -22.2% | -24.3% | +2.1% | -20.9% |
| 1Y | -5.2% | -28.1% | +22.9% | -2.4% |
| 3Y | -34.9% | +40.7% | -75.6% | -49.6% |
| 5Y | -77.4% | +35.5% | -112.9% | -83.2% |
| All | +162.6% | +278.3% | -115.7% | +18.3% |
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