+199.0%
UL vs EPAM
+1,058.6%
-859.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -2.1% |
| 7D | +1.1% | +13.4% | -12.2% | -0.4% |
| 30D | +8.2% | +47.1% | -38.8% | +3.6% |
| 3M | +4.5% | +71.2% | -66.6% | -1.6% |
| 6M | +12.6% | +48.9% | -36.4% | +6.9% |
| YTD | +3.5% | -22.2% | +25.8% | +4.7% |
| 1Y | -0.4% | -5.2% | +4.7% | -1.6% |
| 3Y | +36.0% | -34.9% | +70.9% | +37.1% |
| 5Y | +30.9% | -77.4% | +108.3% | +44.5% |
| 10Y | +97.5% | +158.1% | -60.5% | +48.5% |
| All | +199.0% | +1,058.6% | -859.6% | +95.5% |
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 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