+30.6%
UPS vs EPAM
-15.2%
+45.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.8% |
| 7D | +8.2% | +0.8% | +7.4% | +8.1% |
| 30D | +22.7% | +24.9% | -2.2% | +20.1% |
| 3M | +6.4% | +22.6% | -16.1% | +4.3% |
| 6M | +22.6% | +24.2% | -1.6% | +20.1% |
| YTD | +20.7% | -33.0% | +53.7% | +20.1% |
| 1Y | +30.6% | -13.3% | +43.9% | +26.8% |
| All | +30.6% | -15.2% | +45.8% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling