-32.3%
EPAM vs URA
+30.2%
-62.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -5.3% | +25.9% | +20.9% |
| 7D | +23.0% | -13.3% | +36.3% | +23.9% |
| 30D | +51.6% | -25.9% | +77.5% | +54.5% |
| 3M | +50.8% | -27.8% | +78.6% | +53.8% |
| 6M | +51.1% | -42.8% | +94.0% | +57.6% |
| YTD | -19.1% | -27.5% | +8.4% | -19.3% |
| 1Y | +3.0% | -35.1% | +38.1% | +4.3% |
| All | -32.3% | +30.2% | -62.6% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling