-95.0%
UVXY vs EPAM
-56.4%
-38.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +1.2% |
| 7D | -4.7% | -0.9% | -3.8% | -5.2% |
| 30D | -17.1% | +18.4% | -35.4% | -5.8% |
| 3M | -39.9% | +19.2% | -59.2% | -32.2% |
| 6M | -66.9% | -21.0% | -45.9% | -74.4% |
| YTD | -50.1% | -43.7% | -6.4% | -71.5% |
| 1Y | -68.3% | -29.9% | -38.4% | -76.3% |
| 3Y | -95.0% | -56.5% | -38.4% | -96.3% |
| All | -95.0% | -56.4% | -38.6% | -96.3% |
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