-4.8%
UPST vs EPAM
-64.1%
+59.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.4% |
| 7D | -3.5% | +2.0% | -5.5% | -4.5% |
| 30D | -7.1% | +6.5% | -13.6% | -11.0% |
| 3M | -13.1% | +19.9% | -33.0% | -23.5% |
| 6M | -1.1% | -16.9% | +15.8% | +5.4% |
| YTD | -35.9% | -42.9% | +7.0% | -16.9% |
| 1Y | -57.4% | -30.4% | -27.0% | -50.8% |
| 3Y | -14.9% | -54.7% | +39.9% | +17.8% |
| 5Y | -88.7% | -81.8% | -6.8% | -74.1% |
| All | -4.8% | -64.1% | +59.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling