-59.5%
UUUU vs EPAM
+1,091.5%
-1,151.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | -27.9% | +41.8% | -69.8% | -34.8% |
| 3M | -53.8% | +63.4% | -117.2% | -59.9% |
| 6M | -68.1% | +72.2% | -140.3% | -73.3% |
| YTD | -54.1% | -20.0% | -34.0% | -53.7% |
| 1Y | -57.8% | -9.0% | -48.7% | -59.0% |
| 3Y | -15.4% | -30.4% | +14.9% | -16.1% |
| 5Y | -39.2% | -75.6% | +36.4% | -22.8% |
| 10Y | +370.4% | +161.2% | +209.3% | +190.1% |
| All | -59.5% | +1,091.5% | -1,151.0% | -82.1% |
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