-99.0%
QID vs EPAM
+163.7%
-262.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.3% | -7.6% |
| 7D | -0.8% | +9.1% | -9.8% | +2.5% |
| 30D | +20.1% | +38.5% | -18.4% | +39.2% |
| 3M | +11.8% | +61.0% | -49.1% | +40.0% |
| 6M | +5.5% | +58.0% | -52.5% | +31.1% |
| YTD | -21.5% | -23.5% | +1.9% | -32.6% |
| 1Y | -22.6% | -10.5% | -12.1% | -27.2% |
| 3Y | -72.3% | -33.8% | -38.5% | -74.8% |
| 5Y | -76.9% | -78.1% | +1.2% | -87.6% |
| 10Y | -99.0% | +157.7% | -256.7% | -94.0% |
| All | -99.0% | +163.7% | -262.7% | -94.0% |
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