+21.8%
USHY vs EPAM
-81.4%
+103.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.2% |
| 30D | +0.1% | +6.5% | -6.4% | -0.3% |
| 3M | +0.8% | +19.9% | -19.1% | -0.3% |
| 6M | +1.7% | -16.9% | +18.7% | +2.4% |
| YTD | +2.5% | -42.9% | +45.3% | +5.0% |
| 1Y | +4.4% | -30.4% | +34.8% | +5.7% |
| 3Y | +27.4% | -54.7% | +82.1% | +30.6% |
| All | +21.8% | -81.4% | +103.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling