+174.8%
ULTA vs EPAM
+157.4%
+17.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.5% | +2.4% | +0.1% | +1.9% |
| 30D | +11.5% | +42.3% | -30.8% | +2.7% |
| 3M | +28.1% | +60.7% | -32.5% | +14.6% |
| 6M | +34.2% | +80.5% | -46.3% | +15.7% |
| YTD | +9.2% | -20.4% | +29.6% | +11.3% |
| 1Y | +23.7% | -9.6% | +33.3% | +22.5% |
| 3Y | +69.2% | -30.5% | +99.7% | +70.5% |
| 5Y | +66.6% | -75.7% | +142.3% | +106.2% |
| All | +174.8% | +157.4% | +17.4% | +52.1% |
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