+27.4%
USFR vs EPAM
+194.8%
-167.4%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | +6.5% | -6.2% | +0.3% |
| 3M | +1.0% | +19.9% | -18.9% | +1.0% |
| 6M | +1.9% | -16.9% | +18.9% | +2.0% |
| YTD | +2.6% | -42.9% | +45.5% | +2.6% |
| 1Y | +4.0% | -30.4% | +34.4% | +4.0% |
| 3Y | +14.1% | -54.7% | +68.8% | +14.1% |
| 5Y | +20.4% | -81.8% | +102.2% | +20.5% |
| 10Y | +28.0% | +65.5% | -37.4% | +27.4% |
| All | +27.4% | +194.8% | -167.4% | +26.9% |
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