+2,714.3%
URI vs EPAM
+899.0%
+1,815.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | -4.3% | +0.8% | -5.2% | -4.6% |
| 30D | +4.6% | +24.9% | -20.3% | -1.5% |
| 3M | -2.1% | +22.6% | -24.7% | -8.2% |
| 6M | +21.9% | +24.2% | -2.3% | +12.1% |
| YTD | +39.7% | -33.0% | +72.7% | +50.1% |
| 1Y | +32.9% | -13.3% | +46.2% | +32.2% |
| 3Y | +155.8% | -42.9% | +198.7% | +175.5% |
| 5Y | +202.4% | -80.8% | +283.3% | +308.1% |
| 10Y | +1,517.7% | +122.5% | +1,395.2% | +850.7% |
| All | +2,714.3% | +899.0% | +1,815.3% | +1,021.3% |
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