+43.4%
UNP vs EPAM
-54.6%
+98.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.4% |
| 7D | -5.3% | +2.0% | -7.3% | -5.6% |
| 30D | -1.5% | +6.5% | -8.1% | -2.5% |
| 3M | +10.3% | +19.9% | -9.7% | +7.4% |
| 6M | +9.7% | -16.9% | +26.6% | +11.5% |
| YTD | +27.1% | -42.9% | +70.0% | +35.3% |
| 1Y | +32.6% | -30.4% | +62.9% | +36.1% |
| All | +43.4% | -54.6% | +98.0% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling