+46.0%
UDR vs EPAM
+65.2%
-19.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -5.6% | +18.4% | -24.0% | -8.2% |
| 3M | -5.8% | +19.2% | -25.0% | -9.0% |
| 6M | -1.1% | -21.0% | +19.8% | +1.6% |
| YTD | +1.6% | -43.7% | +45.3% | +9.7% |
| 1Y | -2.7% | -29.9% | +27.2% | +0.9% |
| 3Y | +6.3% | -56.5% | +62.8% | +16.2% |
| 5Y | -19.3% | -81.7% | +62.4% | -1.7% |
| 10Y | +46.0% | +64.5% | -18.5% | +13.5% |
| All | +46.0% | +65.2% | -19.2% | +13.5% |
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 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