-99.1%
QID vs EPAM
+165.6%
-264.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -5.0% |
| 7D | -1.1% | +18.5% | -19.7% | +6.2% |
| 30D | +14.4% | +44.0% | -29.6% | +35.1% |
| 3M | +6.7% | +63.0% | -56.3% | +34.2% |
| 6M | +2.6% | +67.3% | -64.7% | +31.0% |
| YTD | -24.2% | -20.5% | -3.7% | -33.8% |
| 1Y | -22.3% | -9.6% | -12.7% | -26.9% |
| 3Y | -72.0% | -30.8% | -41.2% | -74.1% |
| 5Y | -78.2% | -75.6% | -2.5% | -87.3% |
| 10Y | -99.1% | +159.6% | -258.6% | -94.3% |
| All | -99.1% | +165.6% | -264.7% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling