-66.4%
UVXY vs EPAM
-24.0%
-42.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.7% | -6.1% |
| 7D | +2.8% | +0.7% | +2.1% | +3.1% |
| 30D | -11.4% | +17.6% | -28.9% | -8.0% |
| 3M | -41.5% | +27.1% | -68.6% | -38.2% |
| 6M | -61.0% | -17.0% | -44.1% | -66.7% |
| YTD | -49.8% | -42.4% | -7.4% | -65.7% |
| 1Y | -66.4% | -25.3% | -41.1% | -65.9% |
| All | -66.4% | -24.0% | -42.5% | -65.9% |
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