+28.4%
USFR vs EPAM
+301.3%
-272.9%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +0.1% | +13.4% | -13.3% | +0.1% |
| 30D | +0.4% | +47.1% | -46.7% | +0.4% |
| 3M | +1.1% | +71.2% | -70.1% | +1.0% |
| 6M | +2.1% | +48.9% | -46.9% | +2.0% |
| YTD | +3.4% | -22.2% | +25.7% | +3.4% |
| 1Y | +4.1% | -5.2% | +9.3% | +4.1% |
| 3Y | +14.4% | -34.9% | +49.4% | +14.4% |
| 5Y | +21.3% | -77.4% | +98.8% | +21.4% |
| 10Y | +28.5% | +158.1% | -129.6% | +27.8% |
| All | +28.4% | +301.3% | -272.9% | +27.8% |
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