+573.6%
QQQ vs EPAM
+63.9%
+509.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | -0.6% | +18.4% | -19.0% | -4.8% |
| 3M | +0.4% | +19.2% | -18.8% | -5.4% |
| 6M | +20.1% | -21.0% | +41.0% | +25.1% |
| YTD | +17.2% | -43.7% | +60.9% | +32.1% |
| 1Y | +24.7% | -29.9% | +54.6% | +31.7% |
| 3Y | +96.2% | -56.5% | +152.7% | +125.8% |
| 5Y | +94.4% | -81.7% | +176.1% | +168.9% |
| All | +573.6% | +63.9% | +509.7% | +272.8% |
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