+68.3%
ULTA vs EPAM
-78.1%
+146.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.4% |
| 7D | +4.3% | +9.1% | -4.7% | +2.6% |
| 30D | +16.6% | +38.5% | -21.9% | +10.6% |
| 3M | +17.7% | +61.0% | -43.3% | +9.0% |
| 6M | +27.5% | +58.0% | -30.5% | +17.5% |
| 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% | +73.1% |
| 5Y | +68.3% | -78.1% | +146.5% | +96.7% |
| All | +68.3% | -78.1% | +146.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling