+92.7%
USB vs EPAM
+180.9%
-88.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.7% | -6.2% |
| 7D | -1.5% | +23.0% | -24.5% | -6.0% |
| 30D | +4.3% | +51.6% | -47.3% | -4.8% |
| 3M | -6.1% | +50.8% | -56.9% | -14.7% |
| 6M | +9.4% | +51.1% | -41.7% | -1.6% |
| YTD | +15.2% | -19.1% | +34.3% | +17.2% |
| 1Y | +32.8% | +3.0% | +29.8% | +27.9% |
| 3Y | +91.3% | -31.2% | +122.5% | +94.8% |
| 5Y | +22.7% | -76.5% | +99.2% | +49.0% |
| All | +92.7% | +180.9% | -88.2% | +13.7% |
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