+865.0%
UNH vs EPAM
+751.2%
+113.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.6% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | -3.8% | +6.5% | -10.3% | -4.9% |
| 3M | +0.7% | +19.9% | -19.2% | -2.4% |
| 6M | +37.9% | -16.9% | +54.8% | +40.1% |
| YTD | +21.9% | -42.9% | +64.8% | +30.0% |
| 1Y | +31.4% | -30.4% | +61.8% | +35.8% |
| 3Y | -11.4% | -54.7% | +43.3% | -5.0% |
| 5Y | +2.5% | -81.8% | +84.3% | +20.2% |
| 10Y | +242.9% | +65.5% | +177.4% | +156.9% |
| All | +865.0% | +751.2% | +113.8% | +533.0% |
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 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