+938.0%
UMC vs EPAM
+1,058.6%
-120.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.1% |
| 7D | -17.0% | +13.4% | -30.3% | -19.3% |
| 30D | -40.6% | +47.1% | -87.7% | -44.8% |
| 3M | -27.9% | +71.2% | -99.0% | -35.0% |
| 6M | -7.5% | +48.9% | -56.4% | -15.8% |
| YTD | +79.3% | -22.2% | +101.6% | +82.7% |
| 1Y | +92.8% | -5.2% | +98.0% | +88.7% |
| 3Y | +108.2% | -34.9% | +143.1% | +112.0% |
| 5Y | +68.4% | -77.4% | +145.8% | +96.0% |
| 10Y | +1,107.7% | +158.1% | +949.7% | +839.5% |
| All | +938.0% | +1,058.6% | -120.6% | +598.2% |
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