+1,179.9%
URI vs EPAM
+65.3%
+1,114.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | -2.0% | +2.0% | -3.9% | -2.5% |
| 30D | -12.9% | +6.5% | -19.5% | -15.0% |
| 3M | -6.7% | +19.9% | -26.7% | -12.9% |
| 6M | +19.0% | -16.9% | +35.9% | +22.3% |
| YTD | +25.5% | -42.9% | +68.4% | +42.4% |
| 1Y | +5.5% | -30.4% | +35.9% | +12.0% |
| 3Y | +111.3% | -54.7% | +166.0% | +145.2% |
| 5Y | +198.6% | -81.8% | +280.4% | +328.4% |
| All | +1,179.9% | +65.3% | +1,114.6% | +590.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling