+317.7%
USFD vs EPAM
+56.1%
+261.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -3.0% | +2.0% | -5.0% | -3.4% |
| 30D | +3.5% | +6.5% | -3.0% | +1.6% |
| 3M | +26.6% | +19.9% | +6.6% | +20.6% |
| 6M | +11.7% | -16.9% | +28.6% | +14.3% |
| YTD | +38.1% | -42.9% | +81.0% | +50.9% |
| 1Y | +33.4% | -30.4% | +63.8% | +38.7% |
| 3Y | +155.8% | -54.7% | +210.5% | +181.9% |
| 5Y | +214.0% | -81.8% | +295.8% | +297.3% |
| 10Y | +320.4% | +65.5% | +254.9% | +192.5% |
| All | +317.7% | +56.1% | +261.6% | +181.9% |
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 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