+517.9%
QQQ vs EPAM
+163.7%
+354.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | -0.3% | +9.1% | -9.3% | -3.1% |
| 30D | -9.6% | +38.5% | -48.1% | -17.3% |
| 3M | -5.9% | +61.0% | -66.9% | -17.5% |
| 6M | -4.3% | +58.0% | -62.3% | -17.2% |
| YTD | +11.0% | -23.5% | +34.4% | +14.6% |
| 1Y | +11.9% | -10.5% | +22.5% | +10.6% |
| 3Y | +86.7% | -33.8% | +120.5% | +90.8% |
| 5Y | +77.1% | -78.1% | +155.2% | +139.4% |
| 10Y | +517.9% | +157.7% | +360.2% | +201.0% |
| All | +517.9% | +163.7% | +354.2% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling