+231.0%
UNH vs EPAM
+163.7%
+67.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | -0.7% | +9.1% | -9.8% | -2.2% |
| 30D | +4.8% | +38.5% | -33.7% | -0.3% |
| 3M | -1.7% | +61.0% | -62.7% | -8.8% |
| 6M | +5.9% | +58.0% | -52.1% | -2.3% |
| YTD | +22.8% | -23.5% | +46.3% | +25.4% |
| 1Y | +25.9% | -10.5% | +36.5% | +25.4% |
| 3Y | -21.4% | -33.8% | +12.4% | -20.4% |
| 5Y | -6.3% | -78.1% | +71.9% | +14.8% |
| 10Y | +231.0% | +157.7% | +73.3% | +101.3% |
| All | +231.0% | +163.7% | +67.3% | +101.3% |
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 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