+2.0%
QCOM vs EPAM
-11.8%
+13.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +3.5% |
| 7D | +5.8% | +9.1% | -3.3% | +7.4% |
| 30D | -2.3% | +38.5% | -40.8% | -0.2% |
| 3M | +2.7% | +61.0% | -58.3% | +5.7% |
| 6M | -21.0% | +58.0% | -79.1% | -17.5% |
| YTD | +1.8% | -23.5% | +25.3% | +26.0% |
| All | +2.0% | -11.8% | +13.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling