+146.3%
UTHR vs EPAM
-33.7%
+180.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | -6.1% | +13.4% | -19.5% | -6.7% |
| 30D | +3.1% | +47.1% | -44.0% | +0.7% |
| 3M | +5.5% | +71.2% | -65.7% | +2.1% |
| 6M | -5.8% | +48.9% | -54.8% | -8.5% |
| YTD | +15.3% | -22.2% | +37.6% | +17.3% |
| 1Y | +23.8% | -5.2% | +29.0% | +23.5% |
| 3Y | +146.3% | -34.9% | +181.3% | +146.0% |
| All | +146.3% | -33.7% | +180.0% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling