+112.3%
UAL vs EPAM
-77.4%
+189.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.0% |
| 7D | +8.2% | +13.4% | -5.2% | +4.0% |
| 30D | +2.3% | +47.1% | -44.7% | -8.2% |
| 3M | -12.7% | +71.2% | -83.9% | -25.1% |
| 6M | +12.7% | +48.9% | -36.2% | -1.1% |
| YTD | +0.8% | -22.2% | +23.1% | +4.5% |
| 1Y | +17.8% | -5.2% | +23.0% | +15.4% |
| 3Y | +206.7% | -34.9% | +241.6% | +218.5% |
| All | +112.3% | -77.4% | +189.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling