+125.0%
UPS vs EPAM
+751.2%
-626.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -2.9% | +2.0% | -4.8% | -3.2% |
| 30D | -3.5% | +6.5% | -10.0% | -4.8% |
| 3M | -5.7% | +19.9% | -25.6% | -9.2% |
| 6M | -4.4% | -16.9% | +12.6% | -2.4% |
| YTD | +8.0% | -42.9% | +50.9% | +16.7% |
| 1Y | +29.0% | -30.4% | +59.4% | +34.2% |
| 3Y | -27.7% | -54.7% | +27.0% | -21.1% |
| 5Y | -34.3% | -81.8% | +47.5% | -21.7% |
| 10Y | +37.8% | +65.5% | -27.7% | +12.8% |
| All | +125.0% | +751.2% | -626.2% | +61.6% |
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