+138.2%
UPS vs EPAM
+1,058.6%
-920.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.8% |
| 7D | 0.0% | +13.4% | -13.3% | -2.5% |
| 30D | +17.3% | +47.1% | -29.7% | +9.3% |
| 3M | +6.6% | +71.2% | -64.6% | -3.3% |
| 6M | +12.0% | +48.9% | -36.9% | +3.1% |
| YTD | +14.4% | -22.2% | +36.6% | +16.5% |
| 1Y | +23.3% | -5.2% | +28.5% | +21.2% |
| 3Y | -9.6% | -34.9% | +25.3% | -7.7% |
| 5Y | -34.1% | -77.4% | +43.3% | -24.4% |
| 10Y | +49.5% | +158.1% | -108.6% | +13.9% |
| All | +138.2% | +1,058.6% | -920.4% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling