+24.7%
QQQ vs EPAM
-32.1%
+56.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | -0.6% | +18.4% | -19.0% | -0.8% |
| 3M | +0.4% | +19.2% | -18.8% | +1.0% |
| 6M | +20.1% | -21.0% | +41.0% | +25.4% |
| YTD | +17.2% | -43.7% | +60.9% | +27.2% |
| 1Y | +24.7% | -29.9% | +54.6% | +29.6% |
| All | +24.7% | -32.1% | +56.8% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling