+157.8%
USFD vs EPAM
-33.7%
+191.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | 0.0% |
| 7D | +3.0% | +13.4% | -10.4% | +2.2% |
| 30D | +11.1% | +47.1% | -36.0% | +8.4% |
| 3M | -0.3% | +71.2% | -71.5% | -3.7% |
| 6M | +15.9% | +48.9% | -33.0% | +12.3% |
| YTD | +41.6% | -22.2% | +63.9% | +44.7% |
| 1Y | +49.4% | -5.2% | +54.6% | +48.2% |
| 3Y | +157.8% | -34.9% | +192.8% | +166.3% |
| All | +157.8% | -33.7% | +191.6% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling