+69.8%
QQQ vs EPAM
-77.4%
+147.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.9% |
| 7D | -5.0% | +13.4% | -18.4% | -7.2% |
| 30D | -13.4% | +47.1% | -60.5% | -19.0% |
| 3M | -8.1% | +71.2% | -79.3% | -16.3% |
| 6M | -5.5% | +48.9% | -54.4% | -12.8% |
| YTD | +7.2% | -22.2% | +29.4% | +10.3% |
| 1Y | +7.8% | -5.2% | +12.9% | +6.7% |
| 3Y | +80.7% | -34.9% | +115.7% | +85.8% |
| All | +69.8% | -77.4% | +147.3% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling