+140.7%
UDR vs EPAM
+1,058.6%
-918.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | +3.0% | +13.4% | -10.4% | +0.9% |
| 30D | +10.3% | +47.1% | -36.8% | +4.1% |
| 3M | -2.9% | +71.2% | -74.1% | -10.4% |
| 6M | +0.3% | +48.9% | -48.6% | -6.3% |
| YTD | +3.8% | -22.2% | +26.0% | +5.5% |
| 1Y | +12.7% | -5.2% | +17.9% | +11.3% |
| 3Y | +27.6% | -34.9% | +62.5% | +29.7% |
| 5Y | -18.6% | -77.4% | +58.8% | -8.2% |
| 10Y | +52.4% | +158.1% | -105.7% | +21.8% |
| All | +140.7% | +1,058.6% | -918.0% | +80.2% |
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