+2.9%
UNH vs EPAM
-81.9%
+84.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.9% |
| 30D | -3.8% | +6.5% | -10.3% | -4.2% |
| 3M | +0.7% | +19.9% | -19.2% | -0.6% |
| 6M | +37.9% | -16.9% | +54.8% | +38.8% |
| YTD | +21.9% | -42.9% | +64.8% | +25.3% |
| 1Y | +31.4% | -30.4% | +61.8% | +33.3% |
| 3Y | -11.4% | -54.7% | +43.3% | -9.0% |
| All | +2.9% | -81.9% | +84.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling