+137.3%
UDR vs EPAM
+751.2%
-613.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -2.0% | +2.0% | -3.9% | -2.3% |
| 30D | -5.2% | +6.5% | -11.7% | -6.3% |
| 3M | -5.8% | +19.9% | -25.7% | -8.7% |
| 6M | -1.7% | -16.9% | +15.2% | 0.0% |
| YTD | +2.4% | -42.9% | +45.2% | +9.1% |
| 1Y | -2.1% | -30.4% | +28.3% | +1.2% |
| 3Y | +4.2% | -54.7% | +58.9% | +11.9% |
| 5Y | -20.0% | -81.8% | +61.8% | -7.0% |
| 10Y | +44.6% | +65.5% | -20.8% | +22.6% |
| All | +137.3% | +751.2% | -613.9% | +86.4% |
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