+52.2%
UNP vs EPAM
-81.9%
+134.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.4% |
| 7D | -5.3% | +2.0% | -7.3% | -5.5% |
| 30D | -1.5% | +6.5% | -8.1% | -2.4% |
| 3M | +10.3% | +19.9% | -9.7% | +7.7% |
| 6M | +9.7% | -16.9% | +26.6% | +11.0% |
| YTD | +27.1% | -42.9% | +70.0% | +33.2% |
| 1Y | +32.6% | -30.4% | +62.9% | +35.6% |
| 3Y | +40.0% | -54.7% | +94.7% | +46.8% |
| All | +52.2% | -81.9% | +134.1% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling