+53.4%
UDR vs EPAM
+163.7%
-110.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | +2.2% | +9.1% | -6.8% | +0.5% |
| 30D | +8.0% | +38.5% | -30.4% | +2.2% |
| 3M | -3.3% | +61.0% | -64.2% | -10.8% |
| 6M | +1.0% | +58.0% | -57.0% | -7.4% |
| YTD | +4.2% | -23.5% | +27.6% | +6.5% |
| 1Y | +10.8% | -10.5% | +21.4% | +10.3% |
| 3Y | +30.1% | -33.8% | +64.0% | +32.3% |
| 5Y | -18.9% | -78.1% | +59.2% | -2.7% |
| 10Y | +53.4% | +157.7% | -104.3% | +12.0% |
| All | +53.4% | +163.7% | -110.3% | +12.0% |
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 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