+344.9%
UMAC vs EPAM
-43.3%
+388.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.8% | +13.5% |
| 7D | -5.5% | +9.1% | -14.6% | -7.3% |
| 30D | -35.3% | +38.5% | -73.8% | -40.1% |
| 3M | -48.4% | +61.0% | -109.3% | -54.3% |
| 6M | +0.4% | +58.0% | -57.6% | -12.4% |
| YTD | +5.8% | -23.5% | +29.3% | +20.0% |
| 1Y | +27.3% | -10.5% | +37.8% | +33.6% |
| All | +344.9% | -43.3% | +388.2% | +447.0% |
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