+17.4%
UMAC vs EPAM
-11.8%
+29.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.8% | +12.8% |
| 7D | -5.5% | +9.1% | -14.6% | -1.5% |
| 30D | -35.3% | +38.5% | -73.8% | -30.3% |
| 3M | -48.4% | +61.0% | -109.3% | -43.2% |
| 6M | +0.4% | +58.0% | -57.6% | +13.6% |
| YTD | +5.8% | -23.5% | +29.3% | +20.8% |
| All | +17.4% | -11.8% | +29.2% | -16.2% |
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