+354.1%
USFD vs EPAM
+157.4%
+196.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.2% |
| 30D | +10.2% | +42.3% | -32.2% | +2.2% |
| 3M | -1.5% | +60.7% | -62.1% | -11.1% |
| 6M | +27.3% | +80.5% | -53.1% | +10.6% |
| YTD | +44.0% | -20.4% | +64.4% | +46.4% |
| 1Y | +50.4% | -9.6% | +60.0% | +48.4% |
| 3Y | +153.6% | -30.5% | +184.0% | +154.4% |
| 5Y | +219.0% | -75.7% | +294.7% | +286.3% |
| All | +354.1% | +157.4% | +196.8% | +189.2% |
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 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