+278.9%
UNP vs EPAM
+157.4%
+121.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.2% | +2.4% | +1.8% | +3.8% |
| 30D | +5.6% | +42.3% | -36.7% | -1.0% |
| 3M | +2.0% | +60.7% | -58.6% | -6.6% |
| 6M | +15.4% | +80.5% | -65.1% | +2.6% |
| YTD | +32.7% | -20.4% | +53.1% | +34.9% |
| 1Y | +39.4% | -9.6% | +49.0% | +38.2% |
| 3Y | +54.3% | -30.5% | +84.8% | +55.4% |
| 5Y | +39.6% | -75.7% | +115.3% | +68.0% |
| All | +278.9% | +157.4% | +121.5% | +124.4% |
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 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