-14.0%
EPAM vs URA
-27.8%
+13.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -0.9% |
| 7D | +9.1% | +4.3% | +4.8% | +9.8% |
| 30D | +38.5% | -11.7% | +50.2% | +38.4% |
| 3M | +61.0% | -23.5% | +84.5% | +59.9% |
| 6M | +58.0% | -37.8% | +95.8% | +58.8% |
| YTD | -23.5% | -19.6% | -3.8% | -25.4% |
| All | -14.0% | -27.8% | +13.8% | -15.0% |
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