+156.3%
UMAC vs EPAM
-32.1%
+188.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -3.1% |
| 7D | -0.9% | +2.0% | -2.9% | -0.8% |
| 30D | -7.7% | +6.5% | -14.2% | -7.4% |
| 3M | -26.4% | +19.9% | -46.4% | -24.7% |
| 6M | +61.9% | -16.9% | +78.8% | +72.9% |
| YTD | +86.5% | -42.9% | +129.4% | +114.4% |
| 1Y | +156.3% | -30.4% | +186.7% | +152.1% |
| All | +156.3% | -32.1% | +188.4% | +152.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling