-24.4%
UPST vs EPAM
-31.1%
+6.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +20.6% | -25.9% | -13.0% |
| 7D | -10.9% | +23.0% | -33.9% | -19.1% |
| 30D | -7.2% | +51.6% | -58.8% | -23.2% |
| 3M | -26.7% | +50.8% | -77.5% | -39.9% |
| 6M | -29.0% | +51.1% | -80.1% | -42.6% |
| YTD | -49.4% | -19.1% | -30.2% | -43.8% |
| 1Y | -47.0% | +3.0% | -49.9% | -48.3% |
| All | -24.4% | -31.1% | +6.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling