+542.4%
QQQ vs EPAM
+158.4%
+384.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +6.4% | -1.1% | +7.5% | +6.5% |
| 30D | -7.5% | +41.8% | -49.3% | -15.9% |
| 3M | -4.8% | +63.4% | -68.2% | -16.8% |
| 6M | -2.5% | +72.2% | -74.7% | -17.5% |
| YTD | +12.4% | -20.0% | +32.4% | +14.9% |
| 1Y | +11.3% | -9.0% | +20.4% | +9.7% |
| 3Y | +85.0% | -30.4% | +115.4% | +86.7% |
| 5Y | +79.6% | -75.6% | +155.2% | +133.4% |
| All | +542.4% | +158.4% | +384.0% | +210.0% |
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