+1,304.8%
UMC vs EPAM
+158.4%
+1,146.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +17.8% | -1.1% | +18.9% | +17.9% |
| 30D | -29.6% | +41.8% | -71.5% | -34.6% |
| 3M | -18.4% | +63.4% | -81.7% | -26.5% |
| 6M | -0.1% | +72.2% | -72.3% | -12.6% |
| YTD | +104.0% | -20.0% | +124.1% | +108.5% |
| 1Y | +121.5% | -9.0% | +130.6% | +119.7% |
| 3Y | +135.0% | -30.4% | +165.4% | +137.5% |
| 5Y | +83.0% | -75.6% | +158.6% | +121.7% |
| All | +1,304.8% | +158.4% | +1,146.4% | +830.0% |
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 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