+384.8%
UAL vs EPAM
+899.0%
-514.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.1% |
| 7D | +11.9% | +0.8% | +11.1% | +11.6% |
| 30D | +5.2% | +24.9% | -19.7% | -1.1% |
| 3M | -12.7% | +22.6% | -35.3% | -18.2% |
| 6M | +28.5% | +24.2% | +4.3% | +18.5% |
| YTD | +3.5% | -33.0% | +36.5% | +12.0% |
| 1Y | +27.5% | -13.3% | +40.8% | +28.1% |
| 3Y | +208.6% | -42.9% | +251.5% | +236.0% |
| 5Y | +135.6% | -80.8% | +216.4% | +209.6% |
| 10Y | +102.3% | +122.5% | -20.2% | +40.1% |
| All | +384.8% | +899.0% | -514.2% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling