+200.6%
UAL vs EPAM
-31.1%
+231.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.2% | -9.5% |
| 7D | +5.0% | +23.0% | -18.0% | -1.0% |
| 30D | -1.2% | +51.6% | -52.8% | -12.3% |
| 3M | -16.8% | +50.8% | -67.6% | -26.6% |
| 6M | +18.0% | +51.1% | -33.2% | +3.1% |
| YTD | -1.2% | -19.1% | +17.9% | +5.1% |
| 1Y | +14.3% | +3.0% | +11.3% | +10.9% |
| All | +200.6% | -31.1% | +231.6% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling