-19.1%
QID vs EPAM
-11.8%
-7.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.3% | -6.6% |
| 7D | -0.8% | +9.1% | -9.8% | -2.1% |
| 30D | +20.1% | +38.5% | -18.4% | +17.7% |
| 3M | +11.8% | +61.0% | -49.1% | +9.2% |
| 6M | +5.5% | +58.0% | -52.5% | +0.8% |
| YTD | -21.5% | -23.5% | +1.9% | -33.7% |
| All | -19.1% | -11.8% | -7.4% | -24.4% |
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