+54.3%
QCOM vs EPAM
-54.6%
+108.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +3.3% | +2.0% | +1.4% | +3.0% |
| 30D | +7.7% | +6.5% | +1.2% | +6.3% |
| 3M | -30.1% | +19.9% | -50.0% | -32.3% |
| 6M | +22.8% | -16.9% | +39.8% | +28.8% |
| YTD | +0.2% | -42.9% | +43.1% | +14.9% |
| 1Y | +7.9% | -30.4% | +38.2% | +17.0% |
| All | +54.3% | -54.6% | +108.9% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling