+177.1%
USFD vs EPAM
-77.2%
+254.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -5.4% |
| 7D | +3.9% | +23.0% | -19.1% | +0.9% |
| 30D | +10.7% | +51.6% | -40.9% | +4.6% |
| 3M | +6.3% | +50.8% | -44.5% | 0.0% |
| 6M | +16.2% | +51.1% | -34.9% | +8.6% |
| YTD | +41.9% | -19.1% | +61.0% | +43.9% |
| 1Y | +44.2% | +3.0% | +41.2% | +40.3% |
| 3Y | +159.8% | -31.2% | +190.9% | +161.9% |
| 5Y | +177.1% | -76.5% | +253.6% | +178.0% |
| All | +177.1% | -77.2% | +254.3% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling