+216.5%
QCOM vs EPAM
+170.1%
+46.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.6% |
| 7D | +0.4% | +13.4% | -13.0% | -4.3% |
| 30D | -6.6% | +47.1% | -53.7% | -17.8% |
| 3M | +3.7% | +71.2% | -67.5% | -13.0% |
| 6M | -13.3% | +48.9% | -62.2% | -26.4% |
| YTD | -1.8% | -22.2% | +20.5% | +1.5% |
| 1Y | -2.5% | -5.2% | +2.7% | -5.8% |
| 3Y | +47.0% | -34.9% | +81.9% | +52.1% |
| 5Y | +13.1% | -77.4% | +90.5% | +59.1% |
| All | +216.5% | +170.1% | +46.4% | +30.2% |
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