+28.5%
USFR vs EPAM
+163.7%
-135.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +9.1% | -9.0% | +0.1% |
| 30D | +0.4% | +38.5% | -38.1% | +0.4% |
| 3M | +1.1% | +61.0% | -59.9% | +1.0% |
| 6M | +2.0% | +58.0% | -56.0% | +2.0% |
| YTD | +3.4% | -23.5% | +26.9% | +3.4% |
| 1Y | +4.1% | -10.5% | +14.6% | +4.1% |
| 3Y | +14.3% | -33.8% | +48.2% | +14.3% |
| 5Y | +21.3% | -78.1% | +99.4% | +21.3% |
| 10Y | +28.5% | +157.7% | -129.2% | +28.2% |
| All | +28.5% | +163.7% | -135.2% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling