+877.2%
UTHR vs EPAM
+751.2%
+126.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -11.0% | +19.9% | -30.9% | -13.9% |
| 6M | -0.5% | -16.9% | +16.4% | +1.1% |
| YTD | +0.1% | -42.9% | +42.9% | +6.6% |
| 1Y | +28.2% | -30.4% | +58.5% | +32.2% |
| 3Y | +113.8% | -54.7% | +168.5% | +129.2% |
| 5Y | +131.3% | -81.8% | +213.1% | +170.5% |
| 10Y | +296.7% | +65.5% | +231.3% | +187.2% |
| All | +877.2% | +751.2% | +126.0% | +443.4% |
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