-13.0%
USAR vs EPAM
-34.8%
+21.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.3% |
| 7D | -1.1% | +9.1% | -10.1% | +0.4% |
| 30D | -30.3% | +38.5% | -68.7% | -27.8% |
| 3M | -54.7% | +61.0% | -115.6% | -52.4% |
| 6M | -67.5% | +58.0% | -125.5% | -65.4% |
| YTD | -26.4% | -23.5% | -2.9% | -23.3% |
| 1Y | -49.5% | -10.5% | -39.0% | -46.9% |
| 3Y | -14.5% | -33.8% | +19.4% | -7.8% |
| All | -13.0% | -34.8% | +21.8% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling