+863.7%
UNH vs EPAM
+1,058.6%
-195.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -3.2% | +13.4% | -16.5% | -5.1% |
| 30D | +4.8% | +47.1% | -42.2% | -1.0% |
| 3M | -1.8% | +71.2% | -73.0% | -9.5% |
| 6M | +8.6% | +48.9% | -40.3% | +1.3% |
| YTD | +21.8% | -22.2% | +44.0% | +23.7% |
| 1Y | +25.8% | -5.2% | +31.0% | +24.2% |
| 3Y | -21.3% | -34.9% | +13.6% | -20.2% |
| 5Y | -5.3% | -77.4% | +72.1% | +8.2% |
| 10Y | +238.1% | +158.1% | +80.0% | +137.5% |
| All | +863.7% | +1,058.6% | -195.0% | +502.4% |
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