+151.8%
UMAC vs EPAM
-30.2%
+182.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.4% |
| 7D | +3.3% | -2.2% | +5.4% | +3.2% |
| 30D | -10.4% | +17.8% | -28.2% | -9.9% |
| 3M | +1.8% | +19.9% | -18.1% | +4.0% |
| 6M | +40.7% | -21.6% | +62.3% | +51.8% |
| YTD | +90.9% | -44.0% | +134.9% | +120.6% |
| 1Y | +151.8% | -30.5% | +182.3% | +149.2% |
| All | +151.8% | -30.2% | +182.0% | +149.2% |
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