+1,027.2%
UMC vs EPAM
+1,093.7%
-66.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.3% |
| 7D | -8.3% | +18.8% | -27.1% | -11.5% |
| 30D | -34.5% | +44.9% | -79.4% | -39.0% |
| 3M | -20.0% | +68.6% | -88.5% | -27.6% |
| 6M | -0.7% | +65.4% | -66.2% | -11.4% |
| YTD | +94.7% | -19.9% | +114.6% | +97.4% |
| 1Y | +106.0% | -10.0% | +116.0% | +104.0% |
| 3Y | +124.3% | -30.3% | +154.5% | +125.6% |
| 5Y | +78.0% | -75.7% | +153.6% | +104.4% |
| 10Y | +1,225.9% | +167.2% | +1,058.7% | +926.2% |
| All | +1,027.2% | +1,093.7% | -66.6% | +654.6% |
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