+175.9%
ULTA vs EPAM
+165.6%
+10.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.2% | +18.5% | -18.8% | -4.3% |
| 30D | +16.1% | +44.0% | -27.9% | +6.6% |
| 3M | +21.7% | +63.0% | -41.2% | +8.6% |
| 6M | +28.7% | +67.3% | -38.5% | +12.8% |
| YTD | +8.9% | -20.5% | +29.5% | +11.1% |
| 1Y | +26.1% | -9.6% | +35.7% | +24.8% |
| 3Y | +69.1% | -30.8% | +99.9% | +70.6% |
| 5Y | +66.6% | -75.6% | +142.2% | +105.9% |
| 10Y | +175.9% | +159.6% | +16.4% | +53.9% |
| All | +175.9% | +165.6% | +10.3% | +53.9% |
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