+163.4%
EPAM vs URA
+266.3%
-102.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +2.4% | -1.5% | +4.0% | +2.6% |
| 30D | +42.3% | -10.4% | +52.7% | +45.1% |
| 3M | +60.7% | -29.6% | +90.3% | +73.1% |
| 6M | +80.5% | -40.3% | +120.8% | +100.7% |
| YTD | -20.4% | -25.5% | +5.1% | -18.9% |
| 1Y | -9.6% | -26.4% | +16.8% | -7.9% |
| 3Y | -30.5% | +31.4% | -61.9% | -45.0% |
| 5Y | -75.7% | +28.6% | -104.3% | -81.6% |
| All | +163.4% | +266.3% | -102.9% | +22.9% |
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