-19.3%
USAR vs EPAM
-30.2%
+10.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.3% |
| 7D | +0.8% | +18.5% | -17.7% | +3.4% |
| 30D | -30.1% | +44.0% | -74.1% | -27.1% |
| 3M | -56.3% | +63.0% | -119.3% | -53.9% |
| 6M | -68.6% | +67.3% | -135.8% | -66.2% |
| YTD | -30.5% | -20.5% | -10.0% | -27.1% |
| 1Y | -53.5% | -9.6% | -43.9% | -50.7% |
| All | -19.3% | -30.2% | +10.9% | -11.9% |
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