+45.6%
UPS vs EPAM
+170.1%
-124.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.7% |
| 7D | 0.0% | +13.4% | -13.3% | -2.8% |
| 30D | +17.3% | +47.1% | -29.7% | +8.2% |
| 3M | +6.6% | +71.2% | -64.6% | -4.6% |
| 6M | +12.0% | +48.9% | -36.9% | +1.9% |
| YTD | +14.4% | -22.2% | +36.6% | +17.0% |
| 1Y | +23.3% | -5.2% | +28.5% | +20.9% |
| 3Y | -9.6% | -34.9% | +25.3% | -7.4% |
| 5Y | -34.1% | -77.4% | +43.3% | -19.8% |
| All | +45.6% | +170.1% | -124.5% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling