-77.0%
QID vs EPAM
-75.7%
-1.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | -7.1% | +2.4% | -9.6% | -6.6% |
| 30D | +12.6% | +42.3% | -29.7% | +24.9% |
| 3M | +14.2% | +60.7% | -46.4% | +32.0% |
| 6M | +6.2% | +80.5% | -74.3% | +28.1% |
| YTD | -21.8% | -20.4% | -1.4% | -28.9% |
| 1Y | -23.1% | -9.6% | -13.5% | -26.5% |
| 3Y | -71.3% | -30.5% | -40.8% | -72.2% |
| All | -77.0% | -75.7% | -1.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling