+5,746.4%
QLD vs EPAM
+751.2%
+4,995.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.4% |
| 7D | +0.6% | +2.0% | -1.4% | -0.3% |
| 30D | -0.1% | +6.5% | -6.7% | -4.0% |
| 3M | -8.4% | +19.9% | -28.3% | -18.7% |
| 6M | +32.2% | -16.9% | +49.1% | +37.2% |
| YTD | +28.9% | -42.9% | +71.8% | +56.4% |
| 1Y | +43.8% | -30.4% | +74.2% | +57.2% |
| 3Y | +176.6% | -54.7% | +231.3% | +249.8% |
| 5Y | +121.6% | -81.8% | +203.4% | +284.7% |
| 10Y | +1,652.9% | +65.5% | +1,587.5% | +992.8% |
| All | +5,746.4% | +751.2% | +4,995.2% | +2,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling