+284.1%
UNP vs EPAM
+168.6%
+115.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.5% |
| 7D | -0.9% | +18.8% | -19.7% | -4.1% |
| 30D | +8.0% | +44.9% | -36.9% | +0.9% |
| 3M | +3.3% | +68.6% | -65.2% | -6.1% |
| 6M | +14.7% | +65.4% | -50.7% | +3.5% |
| YTD | +31.9% | -19.9% | +51.8% | +33.9% |
| 1Y | +37.1% | -10.0% | +47.1% | +36.1% |
| 3Y | +51.9% | -30.3% | +82.1% | +52.9% |
| 5Y | +39.3% | -75.7% | +115.0% | +67.7% |
| 10Y | +284.1% | +167.2% | +116.9% | +132.6% |
| All | +284.1% | +168.6% | +115.5% | +132.6% |
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