+33.9%
UL vs EPAM
-30.2%
+64.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -1.7% | +18.5% | -20.2% | -2.3% |
| 30D | +4.5% | +44.0% | -39.5% | +3.4% |
| 3M | +5.5% | +63.0% | -57.5% | +4.1% |
| 6M | +17.0% | +67.3% | -50.3% | +15.2% |
| YTD | +3.2% | -20.5% | +23.7% | +1.4% |
| 1Y | -1.9% | -9.6% | +7.7% | -3.6% |
| All | +33.9% | -30.2% | +64.2% | +33.3% |
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