+51.9%
UNP vs EPAM
-31.2%
+83.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.8% |
| 7D | -0.9% | +18.8% | -19.7% | -2.7% |
| 30D | +8.0% | +44.9% | -36.9% | +3.8% |
| 3M | +3.3% | +68.6% | -65.2% | -2.4% |
| 6M | +14.7% | +65.4% | -50.7% | +7.8% |
| YTD | +31.9% | -19.9% | +51.8% | +35.1% |
| 1Y | +37.1% | -10.0% | +47.1% | +37.7% |
| 3Y | +51.9% | -30.3% | +82.1% | +46.2% |
| All | +51.9% | -31.2% | +83.1% | +46.2% |
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