+33.8%
UL vs EPAM
-75.7%
+109.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +4.5% | +42.3% | -37.8% | +2.3% |
| 3M | +6.5% | +60.7% | -54.2% | +3.5% |
| 6M | +18.2% | +80.5% | -62.3% | +13.9% |
| YTD | +4.7% | -20.4% | +25.1% | +4.8% |
| 1Y | +0.8% | -9.6% | +10.4% | +0.1% |
| 3Y | +35.9% | -30.5% | +66.4% | +35.6% |
| All | +33.8% | -75.7% | +109.5% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling