+8.4%
QLD vs EPAM
-11.8%
+20.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +6.6% |
| 7D | -1.4% | +9.1% | -10.5% | +0.6% |
| 30D | -19.6% | +38.5% | -58.1% | -17.4% |
| 3M | -14.1% | +61.0% | -75.1% | -11.5% |
| 6M | -13.6% | +58.0% | -71.7% | -9.0% |
| YTD | +12.5% | -23.5% | +36.0% | +33.8% |
| All | +8.4% | -11.8% | +20.1% | +16.8% |
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