+366.4%
UAL vs EPAM
+751.2%
-384.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.1% |
| 7D | +0.7% | +2.0% | -1.2% | +0.1% |
| 30D | -16.1% | +6.5% | -22.6% | -18.0% |
| 3M | +6.1% | +19.9% | -13.8% | -0.5% |
| 6M | +10.8% | -16.9% | +27.8% | +14.4% |
| YTD | -0.4% | -42.9% | +42.5% | +13.0% |
| 1Y | +5.0% | -30.4% | +35.4% | +12.2% |
| 3Y | +124.0% | -54.7% | +178.7% | +160.6% |
| 5Y | +141.0% | -81.8% | +222.8% | +221.1% |
| 10Y | +118.0% | +65.5% | +52.6% | +62.3% |
| All | +366.4% | +751.2% | -384.8% | +171.0% |
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