+288.4%
UNP vs EPAM
+165.6%
+122.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -2.1% | +18.5% | -20.6% | -5.2% |
| 30D | +7.3% | +44.0% | -36.7% | +0.4% |
| 3M | +3.6% | +63.0% | -59.3% | -5.3% |
| 6M | +15.8% | +67.3% | -51.4% | +4.3% |
| YTD | +32.6% | -20.5% | +53.1% | +34.7% |
| 1Y | +37.2% | -9.6% | +46.8% | +36.1% |
| 3Y | +52.6% | -30.8% | +83.4% | +53.8% |
| 5Y | +40.6% | -75.6% | +116.2% | +68.9% |
| 10Y | +288.4% | +159.6% | +128.9% | +133.0% |
| All | +288.4% | +165.6% | +122.8% | +133.0% |
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 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