+230.9%
QCOM vs EPAM
+163.7%
+67.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.1% |
| 7D | +5.8% | +9.1% | -3.3% | +1.9% |
| 30D | -2.3% | +38.5% | -40.8% | -12.5% |
| 3M | +2.7% | +61.0% | -58.3% | -12.3% |
| 6M | -21.0% | +58.0% | -79.1% | -34.1% |
| YTD | +1.8% | -23.5% | +25.3% | +5.6% |
| 1Y | +2.4% | -10.5% | +13.0% | +0.8% |
| 3Y | +52.1% | -33.8% | +86.0% | +56.4% |
| 5Y | +14.6% | -78.1% | +92.8% | +63.4% |
| 10Y | +230.9% | +157.7% | +73.2% | +36.9% |
| All | +230.9% | +163.7% | +67.2% | +36.9% |
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