+127.0%
ULTA vs EPAM
+63.0%
+63.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.8% | -2.2% | +0.4% | -1.3% |
| 30D | -1.2% | +17.8% | -19.0% | -4.8% |
| 3M | +13.4% | +19.9% | -6.5% | +8.0% |
| 6M | -15.6% | -21.6% | +6.0% | -12.2% |
| YTD | -10.4% | -44.0% | +33.6% | -0.7% |
| 1Y | +5.5% | -30.5% | +36.0% | +10.9% |
| 3Y | +31.0% | -56.8% | +87.8% | +47.7% |
| 5Y | +41.8% | -81.7% | +123.5% | +85.0% |
| 10Y | +127.0% | +68.4% | +58.6% | +39.3% |
| All | +127.0% | +63.0% | +63.9% | +39.3% |
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 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