+108.2%
UMC vs EPAM
-33.7%
+141.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +3.3% |
| 7D | -17.0% | +13.4% | -30.3% | -16.0% |
| 30D | -40.6% | +47.1% | -87.7% | -40.0% |
| 3M | -27.9% | +71.2% | -99.0% | -27.6% |
| 6M | -7.5% | +48.9% | -56.4% | -5.5% |
| YTD | +79.3% | -22.2% | +101.6% | +97.5% |
| 1Y | +92.8% | -5.2% | +98.0% | +106.1% |
| 3Y | +108.2% | -34.9% | +143.1% | +124.0% |
| All | +108.2% | -33.7% | +141.9% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling