+684.2%
UMAC vs EPAM
-57.7%
+741.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | -7.7% | +6.5% | -14.2% | -9.4% |
| 3M | -26.4% | +19.9% | -46.4% | -30.6% |
| 6M | +61.9% | -16.9% | +78.8% | +72.2% |
| YTD | +86.5% | -42.9% | +129.4% | +127.5% |
| 1Y | +156.3% | -30.4% | +186.7% | +182.0% |
| All | +684.2% | -57.7% | +741.9% | +937.3% |
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