-30.7%
UPST vs EPAM
-49.7%
+19.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.7% | -12.9% | -10.5% |
| 7D | -4.5% | +18.8% | -23.3% | -14.3% |
| 30D | -15.3% | +44.9% | -60.3% | -31.8% |
| 3M | -32.4% | +68.6% | -101.0% | -50.0% |
| 6M | -29.5% | +65.4% | -94.9% | -49.4% |
| YTD | -53.3% | -19.9% | -33.4% | -50.7% |
| 1Y | -47.4% | -10.0% | -37.3% | -47.8% |
| 3Y | -2.2% | -30.3% | +28.1% | +4.6% |
| 5Y | -92.0% | -75.7% | -16.4% | -84.8% |
| All | -30.7% | -49.7% | +19.0% | -23.1% |
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