+144.6%
URI vs EPAM
-31.1%
+175.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +20.6% | -27.8% | -9.2% |
| 7D | -12.9% | +23.0% | -35.9% | -15.1% |
| 30D | -3.4% | +51.6% | -55.0% | -8.4% |
| 3M | -10.0% | +50.8% | -60.8% | -15.0% |
| 6M | +12.2% | +51.1% | -38.9% | +5.9% |
| YTD | +29.8% | -19.1% | +48.9% | +40.0% |
| 1Y | +24.6% | +3.0% | +21.6% | +25.6% |
| All | +144.6% | -31.1% | +175.7% | +154.8% |
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