+340.0%
UTHR vs EPAM
+157.4%
+182.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +4.9% |
| 30D | +9.5% | +42.3% | -32.9% | +4.1% |
| 3M | +17.9% | +60.7% | -42.7% | +10.3% |
| 6M | +2.0% | +80.5% | -78.5% | -6.9% |
| YTD | +21.3% | -20.4% | +41.7% | +22.8% |
| 1Y | +27.9% | -9.6% | +37.5% | +27.1% |
| 3Y | +162.3% | -30.5% | +192.8% | +163.5% |
| 5Y | +190.7% | -75.7% | +266.4% | +236.2% |
| All | +340.0% | +157.4% | +182.6% | +190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling