+298.3%
UNP vs EPAM
+170.1%
+128.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.0% |
| 7D | -4.6% | +13.4% | -17.9% | -6.9% |
| 30D | +5.6% | +47.1% | -41.4% | -1.5% |
| 3M | -1.3% | +71.2% | -72.5% | -10.6% |
| 6M | +9.2% | +48.9% | -39.7% | +0.4% |
| YTD | +27.3% | -22.2% | +49.6% | +29.9% |
| 1Y | +35.9% | -5.2% | +41.1% | +33.5% |
| 3Y | +45.5% | -34.9% | +80.4% | +48.3% |
| 5Y | +36.0% | -77.4% | +113.4% | +66.9% |
| All | +298.3% | +170.1% | +128.2% | +140.8% |
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