+607.6%
ULTA vs EPAM
+751.2%
-143.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.7% |
| 7D | +9.0% | +2.0% | +7.1% | +8.6% |
| 30D | +4.6% | +6.5% | -2.0% | +2.9% |
| 3M | +22.0% | +19.9% | +2.0% | +16.7% |
| 6M | -14.7% | -16.9% | +2.2% | -12.6% |
| YTD | -6.8% | -42.9% | +36.1% | +1.8% |
| 1Y | +6.5% | -30.4% | +36.9% | +11.4% |
| 3Y | +35.6% | -54.7% | +90.3% | +49.5% |
| 5Y | +47.6% | -81.8% | +129.4% | +81.8% |
| 10Y | +128.9% | +65.5% | +63.4% | +77.1% |
| All | +607.6% | +751.2% | -143.6% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling