+71.1%
ULTA vs EPAM
-36.8%
+107.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.4% |
| 7D | +4.3% | +9.1% | -4.7% | +2.9% |
| 30D | +16.6% | +38.5% | -21.9% | +11.2% |
| 3M | +17.7% | +61.0% | -43.3% | +9.7% |
| 6M | +27.5% | +58.0% | -30.5% | +18.4% |
| YTD | +9.9% | -23.5% | +33.4% | +12.1% |
| 1Y | +28.5% | -10.5% | +39.0% | +27.7% |
| 3Y | +71.1% | -33.8% | +104.9% | +70.3% |
| All | +71.1% | -36.8% | +107.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling