-70.5%
UVXY vs EPAM
-15.2%
-55.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.6% | -13.5% | -14.2% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | -2.7% | +24.9% | -27.6% | +0.1% |
| 3M | -29.9% | +22.6% | -52.5% | -27.8% |
| 6M | -56.5% | +24.2% | -80.7% | -56.7% |
| YTD | -54.8% | -33.0% | -21.8% | -66.0% |
| 1Y | -70.5% | -13.3% | -57.2% | -71.5% |
| All | -70.5% | -15.2% | -55.3% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling