-16.3%
UPST vs EPAM
-54.6%
+38.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.6% |
| 7D | -3.5% | +2.0% | -5.5% | -4.4% |
| 30D | -7.1% | +6.5% | -13.6% | -10.5% |
| 3M | -13.1% | +19.9% | -33.0% | -22.3% |
| 6M | -1.1% | -16.9% | +15.8% | +7.4% |
| YTD | -35.9% | -42.9% | +7.0% | -15.1% |
| 1Y | -57.4% | -30.4% | -27.0% | -49.7% |
| All | -16.3% | -54.6% | +38.3% | -2.9% |
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