+121.0%
QLD vs EPAM
-81.9%
+202.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +0.6% | +2.0% | -1.4% | -0.1% |
| 30D | -0.1% | +6.5% | -6.7% | -2.9% |
| 3M | -8.4% | +19.9% | -28.3% | -15.7% |
| 6M | +32.2% | -16.9% | +49.1% | +37.3% |
| YTD | +28.9% | -42.9% | +71.8% | +51.5% |
| 1Y | +43.8% | -30.4% | +74.2% | +55.9% |
| 3Y | +176.6% | -54.7% | +231.3% | +235.4% |
| All | +121.0% | -81.9% | +202.9% | +251.2% |
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