+66.0%
UL vs EPAM
+66.7%
-0.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | +0.5% | +6.5% | -6.0% | -0.4% |
| 3M | +17.6% | +19.9% | -2.3% | +14.9% |
| 6M | -5.4% | -16.9% | +11.6% | -4.2% |
| YTD | +0.7% | -42.9% | +43.6% | +5.4% |
| 1Y | -9.3% | -30.4% | +21.1% | -7.2% |
| 3Y | +24.5% | -54.7% | +79.3% | +30.8% |
| 5Y | +23.2% | -81.8% | +105.0% | +41.5% |
| All | +66.0% | +66.7% | -0.6% | +25.2% |
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 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