+2,429.0%
URI vs EPAM
+751.2%
+1,677.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -6.7% | +19.9% | -26.7% | -12.7% |
| 6M | +19.0% | -16.9% | +35.9% | +22.0% |
| YTD | +25.5% | -42.9% | +68.4% | +41.3% |
| 1Y | +5.5% | -30.4% | +35.9% | +11.6% |
| 3Y | +111.3% | -54.7% | +166.0% | +143.4% |
| 5Y | +198.6% | -81.8% | +280.4% | +304.6% |
| 10Y | +1,179.9% | +65.5% | +1,114.5% | +714.5% |
| All | +2,429.0% | +751.2% | +1,677.8% | +955.5% |
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 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