-36.3%
QID vs EPAM
-32.1%
-4.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -2.7% | -0.9% | -1.9% | -2.8% |
| 30D | +1.8% | +18.4% | -16.6% | +2.1% |
| 3M | -2.2% | +19.2% | -21.4% | -3.4% |
| 6M | -32.1% | -21.0% | -11.2% | -38.0% |
| YTD | -28.6% | -43.7% | +15.1% | -39.6% |
| 1Y | -36.3% | -29.9% | -6.4% | -40.9% |
| All | -36.3% | -32.1% | -4.2% | -40.9% |
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 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