-22.0%
QID vs EPAM
-15.2%
-6.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +9.8% | +0.8% | +9.0% | +9.8% |
| 30D | +18.9% | +24.9% | -6.0% | +18.3% |
| 3M | +9.6% | +22.6% | -13.0% | +9.1% |
| 6M | -7.8% | +24.2% | -32.0% | -11.8% |
| YTD | -23.3% | -33.0% | +9.6% | -33.8% |
| 1Y | -22.0% | -13.3% | -8.7% | -26.5% |
| All | -22.0% | -15.2% | -6.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling