+50.4%
USHY vs EPAM
+25.5%
+24.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | -0.1% | -2.2% | +2.0% | 0.0% |
| 30D | 0.0% | +17.8% | -17.8% | -1.2% |
| 3M | +0.8% | +19.9% | -19.0% | -0.8% |
| 6M | +1.9% | -21.6% | +23.5% | +3.3% |
| YTD | +2.3% | -44.0% | +46.3% | +5.9% |
| 1Y | +4.1% | -30.5% | +34.7% | +5.9% |
| 3Y | +27.8% | -56.8% | +84.6% | +32.9% |
| 5Y | +21.5% | -81.7% | +103.2% | +32.6% |
| All | +50.4% | +25.5% | +24.9% | +32.9% |
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 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