-5.2%
EPAM vs URA
-31.4%
+26.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.2% | -3.4% |
| 7D | +13.4% | -4.1% | +17.5% | +13.3% |
| 30D | +47.1% | -19.0% | +66.1% | +46.0% |
| 3M | +71.2% | -25.1% | +96.3% | +69.6% |
| 6M | +48.9% | -44.5% | +93.4% | +49.6% |
| YTD | -22.2% | -24.3% | +2.1% | -25.0% |
| 1Y | -5.2% | -28.1% | +22.9% | -7.7% |
| All | -5.2% | -31.4% | +26.2% | -7.7% |
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