+216.3%
USFD vs EPAM
-81.9%
+298.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | +3.5% | +6.5% | -3.0% | +2.3% |
| 3M | +26.6% | +19.9% | +6.6% | +22.5% |
| 6M | +11.7% | -16.9% | +28.6% | +13.5% |
| YTD | +38.1% | -42.9% | +81.0% | +47.0% |
| 1Y | +33.4% | -30.4% | +63.8% | +37.0% |
| 3Y | +155.8% | -54.7% | +210.5% | +173.6% |
| All | +216.3% | -81.9% | +298.2% | +235.6% |
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