+74.9%
USAR vs EPAM
-51.4%
+126.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.6% |
| 7D | -2.1% | +2.0% | -4.1% | -2.0% |
| 30D | +2.6% | +6.5% | -3.9% | +3.1% |
| 3M | -35.0% | +19.9% | -54.9% | -33.2% |
| 6M | -6.9% | -16.9% | +10.1% | -5.2% |
| YTD | +48.0% | -42.9% | +90.9% | +49.2% |
| 1Y | +24.8% | -30.4% | +55.2% | +27.9% |
| 3Y | +73.2% | -54.7% | +128.0% | +80.6% |
| All | +74.9% | -51.4% | +126.2% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling