+20.7%
USFD vs EPAM
+21.8%
-1.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.0% | +8.5% |
| 7D | +7.8% | +0.8% | +7.0% | +7.9% |
| 30D | +16.2% | +24.9% | -8.8% | +16.7% |
| 3M | +11.0% | +22.6% | -11.6% | +11.5% |
| 6M | +20.7% | +24.2% | -3.5% | +17.9% |
| All | +20.7% | +21.8% | -1.0% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling