+14.3%
USFR vs EPAM
-30.2%
+44.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +18.5% | -18.5% | +0.1% |
| 30D | +0.4% | +44.0% | -43.7% | +0.4% |
| 3M | +1.1% | +63.0% | -61.9% | +1.1% |
| 6M | +2.1% | +67.3% | -65.2% | +2.0% |
| YTD | +3.4% | -20.5% | +24.0% | +3.4% |
| 1Y | +4.1% | -9.6% | +13.7% | +4.1% |
| All | +14.3% | -30.2% | +44.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling