-70.4%
QID vs EPAM
-33.7%
-36.7%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -3.1% |
| 7D | +9.4% | +13.4% | -4.0% | +11.3% |
| 30D | +31.2% | +47.1% | -15.8% | +41.4% |
| 3M | +17.4% | +71.2% | -53.7% | +31.5% |
| 6M | +8.4% | +48.9% | -40.5% | +16.1% |
| YTD | -15.8% | -22.2% | +6.5% | -27.1% |
| 1Y | -16.3% | -5.2% | -11.2% | -21.5% |
| 3Y | -70.4% | -34.9% | -35.5% | -71.9% |
| All | -70.4% | -33.7% | -36.7% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling