+313.8%
QCOM vs EPAM
+899.0%
-585.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.5% |
| 7D | -5.3% | +0.8% | -6.2% | -5.8% |
| 30D | -4.2% | +24.9% | -29.1% | -10.0% |
| 3M | +7.0% | +22.6% | -15.5% | +0.3% |
| 6M | +3.8% | +24.2% | -20.4% | -5.1% |
| YTD | +2.8% | -33.0% | +35.8% | +10.7% |
| 1Y | +2.3% | -13.3% | +15.6% | +2.1% |
| 3Y | +54.4% | -42.9% | +97.3% | +66.1% |
| 5Y | +23.7% | -80.8% | +104.5% | +66.4% |
| 10Y | +240.0% | +122.5% | +117.4% | +135.0% |
| All | +313.8% | +899.0% | -585.1% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling