+48.8%
UDR vs EPAM
+158.4%
-109.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.4% | -1.1% | -1.2% | -2.2% |
| 30D | +6.7% | +41.8% | -35.2% | +0.5% |
| 3M | -1.8% | +63.4% | -65.1% | -9.7% |
| 6M | -1.8% | +72.2% | -74.0% | -11.2% |
| YTD | +2.5% | -20.0% | +22.6% | +4.1% |
| 1Y | +7.9% | -9.0% | +16.9% | +7.1% |
| 3Y | +25.1% | -30.4% | +55.5% | +26.1% |
| 5Y | -21.2% | -75.6% | +54.4% | -7.6% |
| All | +48.8% | +158.4% | -109.7% | +6.3% |
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