+5,240.5%
QLD vs EPAM
+899.0%
+4,341.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -9.4% | +0.8% | -10.2% | -10.0% |
| 30D | -17.1% | +24.9% | -42.0% | -25.5% |
| 3M | -10.4% | +22.6% | -33.0% | -20.2% |
| 6M | +0.7% | +24.2% | -23.5% | -13.9% |
| YTD | +17.7% | -33.0% | +50.7% | +31.2% |
| 1Y | +14.7% | -13.3% | +28.0% | +12.3% |
| 3Y | +169.6% | -42.9% | +212.6% | +202.4% |
| 5Y | +86.7% | -80.8% | +167.5% | +217.8% |
| 10Y | +1,600.8% | +122.5% | +1,478.2% | +831.5% |
| All | +5,240.5% | +899.0% | +4,341.5% | +1,987.0% |
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 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