-15.5%
UUUU vs EPAM
-30.2%
+14.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.8% |
| 7D | -3.5% | +18.5% | -22.0% | -2.8% |
| 30D | -28.3% | +44.0% | -72.3% | -27.8% |
| 3M | -53.1% | +63.0% | -116.1% | -52.9% |
| 6M | -68.6% | +67.3% | -135.8% | -68.4% |
| YTD | -52.3% | -20.5% | -31.8% | -49.6% |
| 1Y | -55.8% | -9.6% | -46.2% | -54.0% |
| All | -15.5% | -30.2% | +14.7% | -7.8% |
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 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