-34.4%
UPS vs EPAM
-75.8%
+41.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -1.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +16.4% | +41.8% | -25.4% | +10.2% |
| 3M | +7.9% | +63.4% | -55.4% | -0.1% |
| 6M | +15.8% | +72.2% | -56.4% | +5.7% |
| YTD | +16.6% | -20.0% | +36.6% | +18.3% |
| 1Y | +22.3% | -9.0% | +31.3% | +21.5% |
| 3Y | -6.2% | -30.4% | +24.2% | -5.5% |
| 5Y | -34.4% | -75.6% | +41.2% | -29.8% |
| All | -34.4% | -75.8% | +41.3% | -29.8% |
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 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