+1,456.6%
UMC vs EPAM
+751.2%
+705.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.0% |
| 7D | +5.0% | +2.0% | +3.0% | +4.6% |
| 30D | +7.7% | +6.5% | +1.1% | +6.1% |
| 3M | +1.7% | +19.9% | -18.3% | -2.9% |
| 6M | +113.9% | -16.9% | +130.9% | +118.1% |
| YTD | +168.9% | -42.9% | +211.8% | +191.8% |
| 1Y | +207.2% | -30.4% | +237.6% | +219.4% |
| 3Y | +227.7% | -54.7% | +282.4% | +259.1% |
| 5Y | +118.0% | -81.8% | +199.9% | +165.1% |
| 10Y | +1,682.1% | +65.5% | +1,616.7% | +1,399.4% |
| All | +1,456.6% | +751.2% | +705.4% | +1,015.3% |
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