+293.8%
UNP vs EPAM
+163.7%
+130.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.6% |
| 7D | -3.3% | +9.1% | -12.3% | -5.1% |
| 30D | +6.7% | +38.5% | -31.8% | +0.5% |
| 3M | +1.8% | +61.0% | -59.2% | -6.8% |
| 6M | +13.3% | +58.0% | -44.7% | +3.0% |
| YTD | +30.3% | -23.5% | +53.8% | +33.3% |
| 1Y | +36.9% | -10.5% | +47.5% | +35.9% |
| 3Y | +50.9% | -33.8% | +84.8% | +53.3% |
| 5Y | +37.9% | -78.1% | +116.1% | +70.8% |
| 10Y | +293.8% | +157.7% | +136.1% | +138.5% |
| All | +293.8% | +163.7% | +130.1% | +138.5% |
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