+328.9%
USFD vs EPAM
+121.0%
+208.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -6.7% |
| 7D | +3.9% | +23.0% | -19.1% | -0.6% |
| 30D | +10.7% | +51.6% | -40.9% | +1.6% |
| 3M | +6.3% | +50.8% | -44.5% | -3.1% |
| 6M | +16.2% | +51.1% | -34.9% | +5.0% |
| YTD | +41.9% | -19.1% | +61.0% | +43.8% |
| 1Y | +44.2% | +3.0% | +41.2% | +38.2% |
| 3Y | +159.8% | -31.2% | +190.9% | +161.6% |
| 5Y | +177.1% | -76.5% | +253.6% | +237.3% |
| 10Y | +376.2% | +168.4% | +207.7% | +204.4% |
| All | +328.9% | +121.0% | +208.0% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling