+370.1%
UTHR vs EPAM
+170.1%
+200.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.2% |
| 7D | -6.1% | +13.4% | -19.5% | -8.0% |
| 30D | +3.1% | +47.1% | -44.0% | -2.4% |
| 3M | +5.5% | +71.2% | -65.7% | -2.2% |
| 6M | -5.8% | +48.9% | -54.8% | -11.8% |
| YTD | +15.3% | -22.2% | +37.6% | +17.1% |
| 1Y | +23.8% | -5.2% | +29.0% | +22.1% |
| 3Y | +146.3% | -34.9% | +181.3% | +149.9% |
| 5Y | +177.8% | -77.4% | +255.2% | +226.1% |
| All | +370.1% | +170.1% | +200.0% | +231.0% |
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