+1,203.2%
QQQ vs EPAM
+751.2%
+452.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +0.4% | +2.0% | -1.6% | -0.1% |
| 30D | +0.2% | +6.5% | -6.3% | -1.7% |
| 3M | -2.8% | +19.9% | -22.7% | -8.1% |
| 6M | +18.0% | -16.9% | +34.9% | +20.9% |
| YTD | +17.3% | -42.9% | +60.2% | +30.1% |
| 1Y | +25.6% | -30.4% | +56.0% | +32.2% |
| 3Y | +93.7% | -54.7% | +148.5% | +117.7% |
| 5Y | +94.2% | -81.8% | +176.0% | +151.7% |
| 10Y | +557.9% | +65.5% | +492.4% | +384.5% |
| All | +1,203.2% | +751.2% | +452.0% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling