+99.3%
UL vs EPAM
+163.7%
-64.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.3% | +9.1% | -8.8% | -0.8% |
| 30D | +7.0% | +38.5% | -31.5% | +3.2% |
| 3M | +5.8% | +61.0% | -55.2% | +0.4% |
| 6M | +16.1% | +58.0% | -41.9% | +9.9% |
| YTD | +4.5% | -23.5% | +27.9% | +5.8% |
| 1Y | -1.3% | -10.5% | +9.3% | -1.8% |
| 3Y | +35.0% | -33.8% | +68.8% | +35.7% |
| 5Y | +31.9% | -78.1% | +110.1% | +50.4% |
| 10Y | +99.3% | +157.7% | -58.5% | +47.7% |
| All | +99.3% | +163.7% | -64.4% | +47.7% |
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