+216.1%
UNH vs EPAM
+157.4%
+58.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.4% | +2.4% | +1.0% | +3.0% |
| 30D | +3.0% | +42.3% | -39.3% | -2.4% |
| 3M | +2.7% | +60.7% | -57.9% | -4.6% |
| 6M | +2.8% | +80.5% | -77.7% | -6.9% |
| YTD | +25.9% | -20.4% | +46.2% | +27.8% |
| 1Y | +25.8% | -9.6% | +35.4% | +25.2% |
| 3Y | -20.0% | -30.5% | +10.5% | -19.6% |
| 5Y | -2.8% | -75.7% | +72.9% | +15.7% |
| All | +216.1% | +157.4% | +58.7% | +87.7% |
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