+27.4%
UDR vs EPAM
-29.8%
+57.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.4% | -1.1% | -1.2% | -2.3% |
| 30D | +6.7% | +41.8% | -35.2% | +2.2% |
| 3M | -1.8% | +63.4% | -65.1% | -7.6% |
| 6M | -1.8% | +72.2% | -74.0% | -8.8% |
| YTD | +2.5% | -20.0% | +22.6% | +4.3% |
| 1Y | +7.9% | -9.0% | +16.9% | +7.8% |
| All | +27.4% | -29.8% | +57.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling