+271.8%
UNP vs EPAM
+65.2%
+206.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.7% | -0.9% | +0.1% | -0.6% |
| 30D | -1.1% | +18.4% | -19.5% | -4.0% |
| 3M | +7.9% | +19.2% | -11.4% | +3.8% |
| 6M | +14.6% | -21.0% | +35.6% | +18.0% |
| YTD | +26.6% | -43.7% | +70.3% | +37.3% |
| 1Y | +35.6% | -29.9% | +65.4% | +40.6% |
| 3Y | +45.5% | -56.5% | +102.0% | +59.9% |
| 5Y | +50.0% | -81.7% | +131.7% | +87.3% |
| 10Y | +271.8% | +64.5% | +207.3% | +142.0% |
| All | +271.8% | +65.2% | +206.6% | +142.0% |
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