+1,083.6%
EPAM vs URA
-25.0%
+1,108.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -5.3% | +25.9% | +22.0% |
| 7D | +23.0% | -13.3% | +36.3% | +27.1% |
| 30D | +51.6% | -25.9% | +77.5% | +62.8% |
| 3M | +50.8% | -27.8% | +78.6% | +62.4% |
| 6M | +51.1% | -42.8% | +94.0% | +71.0% |
| YTD | -19.1% | -27.5% | +8.4% | -16.6% |
| 1Y | +3.0% | -35.1% | +38.1% | +9.4% |
| 3Y | -31.2% | +31.1% | -62.2% | -45.2% |
| 5Y | -76.5% | +29.8% | -106.3% | -82.1% |
| 10Y | +168.4% | +265.1% | -96.7% | +26.1% |
| All | +1,083.6% | -25.0% | +1,108.6% | +827.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling