+199.9%
QCOM vs EPAM
+180.9%
+19.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +20.6% | -30.1% | -15.1% |
| 7D | -15.5% | +23.0% | -38.5% | -21.3% |
| 30D | -13.4% | +51.6% | -65.0% | -24.3% |
| 3M | 0.0% | +50.8% | -50.8% | -13.2% |
| 6M | -15.2% | +51.1% | -66.3% | -28.1% |
| YTD | -6.9% | -19.1% | +12.2% | -4.8% |
| 1Y | -11.0% | +3.0% | -13.9% | -16.1% |
| 3Y | +39.8% | -31.2% | +70.9% | +42.4% |
| 5Y | +7.2% | -76.5% | +83.7% | +49.3% |
| All | +199.9% | +180.9% | +19.0% | +22.2% |
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