-89.3%
UPST vs EPAM
-81.9%
-7.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.5% |
| 7D | -3.5% | +2.0% | -5.5% | -4.5% |
| 30D | -7.1% | +6.5% | -13.6% | -10.9% |
| 3M | -13.1% | +19.9% | -33.0% | -23.3% |
| 6M | -1.1% | -16.9% | +15.8% | +5.3% |
| YTD | -35.9% | -42.9% | +7.0% | -17.2% |
| 1Y | -57.4% | -30.4% | -27.0% | -50.8% |
| 3Y | -14.9% | -54.7% | +39.9% | +17.0% |
| All | -89.3% | -81.9% | -7.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling