-93.3%
UPST vs EPAM
-77.2%
-16.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +20.6% | -25.9% | -15.2% |
| 7D | -10.9% | +23.0% | -33.9% | -21.3% |
| 30D | -7.2% | +51.6% | -58.8% | -26.5% |
| 3M | -26.7% | +50.8% | -77.5% | -42.5% |
| 6M | -29.0% | +51.1% | -80.1% | -45.9% |
| YTD | -49.4% | -19.1% | -30.2% | -46.5% |
| 1Y | -47.0% | +3.0% | -49.9% | -51.1% |
| 3Y | -27.0% | -31.2% | +4.2% | -21.3% |
| 5Y | -93.3% | -76.5% | -16.8% | -87.1% |
| All | -93.3% | -77.2% | -16.2% | -87.1% |
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 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