+176.6%
URI vs EPAM
-77.2%
+253.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +20.6% | -27.8% | -10.3% |
| 7D | -12.9% | +23.0% | -35.9% | -16.2% |
| 30D | -3.4% | +51.6% | -55.0% | -10.3% |
| 3M | -10.0% | +50.8% | -60.8% | -16.8% |
| 6M | +12.2% | +51.1% | -38.9% | +2.9% |
| YTD | +29.8% | -19.1% | +48.9% | +33.4% |
| 1Y | +24.6% | +3.0% | +21.6% | +21.6% |
| 3Y | +137.6% | -31.2% | +168.8% | +144.2% |
| 5Y | +176.6% | -76.5% | +253.1% | +214.5% |
| All | +176.6% | -77.2% | +253.8% | +214.5% |
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