+300.0%
UTHR vs EPAM
+66.7%
+233.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | -5.4% | +2.0% | -7.4% | -5.7% |
| 30D | -6.0% | +6.5% | -12.6% | -7.1% |
| 3M | -11.0% | +19.9% | -30.9% | -13.7% |
| 6M | -0.5% | -16.9% | +16.4% | +1.0% |
| YTD | +0.1% | -42.9% | +42.9% | +6.3% |
| 1Y | +28.2% | -30.4% | +58.5% | +32.0% |
| 3Y | +113.8% | -54.7% | +168.5% | +128.5% |
| 5Y | +131.3% | -81.8% | +213.1% | +175.9% |
| All | +300.0% | +66.7% | +233.4% | +182.6% |
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