+243.9%
USB vs EPAM
+751.2%
-507.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +1.4% | +2.0% | -0.5% | +1.1% |
| 30D | -1.3% | +6.5% | -7.8% | -2.9% |
| 3M | +15.2% | +19.9% | -4.7% | +10.2% |
| 6M | +18.8% | -16.9% | +35.8% | +21.5% |
| YTD | +21.0% | -42.9% | +63.9% | +31.9% |
| 1Y | +34.0% | -30.4% | +64.4% | +40.1% |
| 3Y | +95.3% | -54.7% | +150.1% | +116.2% |
| 5Y | +40.4% | -81.8% | +122.2% | +70.5% |
| 10Y | +107.3% | +65.5% | +41.9% | +58.5% |
| All | +243.9% | +751.2% | -507.3% | +116.2% |
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