+247.4%
UNH vs EPAM
+65.2%
+182.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -1.5% | +18.4% | -19.9% | -4.0% |
| 3M | -0.8% | +19.2% | -20.1% | -4.0% |
| 6M | +41.8% | -21.0% | +62.8% | +45.4% |
| YTD | +23.1% | -43.7% | +66.8% | +32.0% |
| 1Y | +28.5% | -29.9% | +58.4% | +32.9% |
| 3Y | -11.8% | -56.5% | +44.8% | -4.5% |
| 5Y | +5.3% | -81.7% | +87.0% | +28.8% |
| 10Y | +247.4% | +64.5% | +182.9% | +119.7% |
| All | +247.4% | +65.2% | +182.2% | +119.7% |
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