+120.5%
URI vs EPAM
-54.6%
+175.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.0% |
| 7D | -2.0% | +2.0% | -3.9% | -2.3% |
| 30D | -12.9% | +6.5% | -19.5% | -14.1% |
| 3M | -6.7% | +19.9% | -26.7% | -10.1% |
| 6M | +19.0% | -16.9% | +35.9% | +23.9% |
| YTD | +25.5% | -42.9% | +68.4% | +42.8% |
| 1Y | +5.5% | -30.4% | +35.9% | +12.8% |
| All | +120.5% | -54.6% | +175.1% | +144.6% |
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