+39.3%
QCOM vs EPAM
-31.1%
+70.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +20.6% | -30.1% | -11.3% |
| 7D | -15.5% | +23.0% | -38.5% | -17.5% |
| 30D | -13.4% | +51.6% | -65.0% | -18.0% |
| 3M | 0.0% | +50.8% | -50.8% | -5.6% |
| 6M | -15.2% | +51.1% | -66.3% | -20.0% |
| YTD | -6.9% | -19.1% | +12.2% | +1.8% |
| 1Y | -11.0% | +3.0% | -13.9% | -8.6% |
| All | +39.3% | -31.1% | +70.3% | +48.7% |
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