+303.2%
QCOM vs EPAM
+751.2%
-448.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | +3.3% | +2.0% | +1.4% | +2.8% |
| 30D | +7.7% | +6.5% | +1.2% | +5.3% |
| 3M | -30.1% | +19.9% | -50.0% | -34.6% |
| 6M | +22.8% | -16.9% | +39.8% | +26.0% |
| YTD | +0.2% | -42.9% | +43.1% | +13.1% |
| 1Y | +7.9% | -30.4% | +38.2% | +14.7% |
| 3Y | +55.8% | -54.7% | +110.6% | +79.3% |
| 5Y | +30.1% | -81.8% | +111.9% | +77.0% |
| 10Y | +248.9% | +65.5% | +183.4% | +159.0% |
| All | +303.2% | +751.2% | -448.0% | +141.9% |
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