+757.4%
UMAC vs EPAM
-58.3%
+815.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.8% | +9.7% |
| 7D | +14.7% | -0.9% | +15.6% | +15.0% |
| 30D | -0.5% | +18.4% | -18.8% | -4.9% |
| 3M | +0.5% | +19.2% | -18.7% | -5.1% |
| 6M | +57.9% | -21.0% | +78.9% | +71.0% |
| YTD | +103.9% | -43.7% | +147.6% | +149.6% |
| 1Y | +159.3% | -29.9% | +189.2% | +183.4% |
| All | +757.4% | -58.3% | +815.8% | +1,038.1% |
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