+106.7%
UPRO vs EPAM
-76.2%
+182.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.2% |
| 7D | -3.8% | +18.5% | -22.3% | -11.2% |
| 30D | -8.9% | +44.0% | -52.9% | -22.1% |
| 3M | -7.4% | +63.0% | -70.4% | -25.0% |
| 6M | +1.6% | +67.3% | -65.7% | -20.9% |
| YTD | +23.2% | -20.5% | +43.7% | +27.5% |
| 1Y | +21.2% | -9.6% | +30.9% | +18.7% |
| 3Y | +230.8% | -30.8% | +261.6% | +244.2% |
| 5Y | +106.7% | -75.6% | +182.3% | +198.3% |
| All | +106.7% | -76.2% | +182.9% | +198.3% |
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