+362.2%
USFD vs EPAM
+170.1%
+192.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | +3.0% | +13.4% | -10.4% | 0.0% |
| 30D | +11.1% | +47.1% | -36.0% | +2.4% |
| 3M | -0.3% | +71.2% | -71.5% | -11.1% |
| 6M | +15.9% | +48.9% | -33.0% | +4.8% |
| YTD | +41.6% | -22.2% | +63.9% | +44.7% |
| 1Y | +49.4% | -5.2% | +54.6% | +45.7% |
| 3Y | +157.8% | -34.9% | +192.8% | +162.7% |
| 5Y | +176.6% | -77.4% | +254.0% | +242.2% |
| All | +362.2% | +170.1% | +192.1% | +195.1% |
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