+159.6%
EPAM vs URA
+277.9%
-118.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +18.5% | +2.9% | +15.7% | +17.2% |
| 30D | +44.0% | -10.8% | +54.9% | +47.1% |
| 3M | +63.0% | -25.5% | +88.5% | +73.4% |
| 6M | +67.3% | -41.2% | +108.5% | +87.3% |
| YTD | -20.5% | -21.3% | +0.7% | -20.1% |
| 1Y | -9.6% | -25.7% | +16.1% | -7.8% |
| 3Y | -30.8% | +43.1% | -73.9% | -46.5% |
| 5Y | -75.6% | +35.6% | -111.2% | -81.8% |
| 10Y | +159.6% | +281.3% | -121.7% | +17.3% |
| All | +159.6% | +277.9% | -118.4% | +17.3% |
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