+76.8%
UAL vs EPAM
+158.4%
-81.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +7.8% | +41.8% | -34.1% | -4.0% |
| 3M | -11.1% | +63.4% | -74.4% | -24.6% |
| 6M | +16.1% | +72.2% | -56.1% | -4.9% |
| YTD | -0.5% | -20.0% | +19.5% | +2.2% |
| 1Y | +11.3% | -9.0% | +20.3% | +9.6% |
| 3Y | +192.8% | -30.4% | +223.2% | +199.8% |
| 5Y | +123.3% | -75.6% | +198.9% | +187.1% |
| All | +76.8% | +158.4% | -81.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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