+30.9%
QCOM vs EPAM
-81.9%
+112.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | +3.3% | +2.0% | +1.4% | +2.9% |
| 30D | +7.7% | +6.5% | +1.2% | +5.9% |
| 3M | -30.1% | +19.9% | -50.0% | -33.4% |
| 6M | +22.8% | -16.9% | +39.8% | +26.3% |
| YTD | +0.2% | -42.9% | +43.1% | +11.9% |
| 1Y | +7.9% | -30.4% | +38.2% | +14.5% |
| 3Y | +55.8% | -54.7% | +110.6% | +76.0% |
| All | +30.9% | -81.9% | +112.8% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling