-19.7%
USAR vs EPAM
-33.7%
+14.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.9% | +14.7% | +10.4% |
| 7D | -14.5% | +13.4% | -27.9% | -12.8% |
| 30D | -37.8% | +47.1% | -84.9% | -35.2% |
| 3M | -52.8% | +71.2% | -123.9% | -50.0% |
| 6M | -71.2% | +48.9% | -120.2% | -69.3% |
| YTD | -30.9% | -22.2% | -8.6% | -27.7% |
| 1Y | -48.0% | -5.2% | -42.8% | -44.9% |
| 3Y | -19.7% | -34.9% | +15.2% | -12.9% |
| All | -19.7% | -33.7% | +14.0% | -12.9% |
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 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