+1,772.2%
UMC vs EPAM
+65.2%
+1,707.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.5% | +5.3% |
| 7D | +6.6% | -0.9% | +7.5% | +6.7% |
| 30D | +16.6% | +18.4% | -1.8% | +12.8% |
| 3M | +11.0% | +19.2% | -8.2% | +5.6% |
| 6M | +131.3% | -21.0% | +152.2% | +139.4% |
| YTD | +182.5% | -43.7% | +226.2% | +211.6% |
| 1Y | +222.3% | -29.9% | +252.1% | +236.6% |
| 3Y | +253.0% | -56.5% | +309.6% | +296.0% |
| 5Y | +141.8% | -81.7% | +223.5% | +209.1% |
| 10Y | +1,772.2% | +64.5% | +1,707.7% | +1,279.1% |
| All | +1,772.2% | +65.2% | +1,707.0% | +1,279.1% |
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