-25.7%
UPST vs EPAM
-51.2%
+25.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.7% | +0.8% |
| 7D | -4.9% | +13.4% | -18.3% | -12.6% |
| 30D | -8.9% | +47.1% | -55.9% | -27.1% |
| 3M | -26.3% | +71.2% | -97.5% | -45.7% |
| 6M | -23.7% | +48.9% | -72.7% | -42.0% |
| YTD | -49.9% | -22.2% | -27.7% | -46.2% |
| 1Y | -42.0% | -5.2% | -36.8% | -44.1% |
| 3Y | -25.3% | -34.9% | +9.7% | -17.1% |
| 5Y | -93.4% | -77.4% | -16.0% | -86.6% |
| All | -25.7% | -51.2% | +25.5% | -16.1% |
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