-12.3%
UUUU vs EPAM
+751.2%
-763.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | -1.4% | +2.0% | -3.3% | -1.9% |
| 30D | +16.3% | +6.5% | +9.8% | +13.9% |
| 3M | -16.7% | +19.9% | -36.6% | -21.9% |
| 6M | -33.7% | -16.9% | -16.7% | -32.0% |
| YTD | -0.5% | -42.9% | +42.4% | +11.0% |
| 1Y | +28.9% | -30.4% | +59.2% | +35.0% |
| 3Y | +99.9% | -54.7% | +154.6% | +125.0% |
| 5Y | +135.3% | -81.8% | +217.1% | +224.4% |
| 10Y | +518.4% | +65.5% | +452.9% | +332.2% |
| All | -12.3% | +751.2% | -763.5% | -57.2% |
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