-25.3%
UPST vs EPAM
-33.7%
+8.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.7% | +0.3% |
| 7D | -4.9% | +13.4% | -18.3% | -10.7% |
| 30D | -8.9% | +47.1% | -55.9% | -23.8% |
| 3M | -26.3% | +71.2% | -97.5% | -42.5% |
| 6M | -23.7% | +48.9% | -72.7% | -38.3% |
| YTD | -49.9% | -22.2% | -27.7% | -43.6% |
| 1Y | -42.0% | -5.2% | -36.8% | -41.1% |
| 3Y | -25.3% | -34.9% | +9.7% | -28.6% |
| All | -25.3% | -33.7% | +8.4% | -28.6% |
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 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