+234.3%
USB vs EPAM
+899.0%
-664.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +6.6% | +24.9% | -18.4% | +2.0% |
| 3M | -4.1% | +22.6% | -26.7% | -8.3% |
| 6M | +12.5% | +24.2% | -11.7% | +6.4% |
| YTD | +17.6% | -33.0% | +50.6% | +24.1% |
| 1Y | +36.5% | -13.3% | +49.8% | +36.8% |
| 3Y | +95.4% | -42.9% | +138.3% | +106.6% |
| 5Y | +26.1% | -80.8% | +107.0% | +52.3% |
| 10Y | +101.3% | +122.5% | -21.3% | +46.3% |
| All | +234.3% | +899.0% | -664.7% | +103.4% |
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