+1,090.5%
QQQ vs EPAM
+1,058.6%
+31.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.2% |
| 7D | -5.0% | +13.4% | -18.4% | -8.3% |
| 30D | -13.4% | +47.1% | -60.5% | -21.4% |
| 3M | -8.1% | +71.2% | -79.3% | -19.7% |
| 6M | -5.5% | +48.9% | -54.4% | -16.1% |
| YTD | +7.2% | -22.2% | +29.4% | +9.6% |
| 1Y | +7.8% | -5.2% | +12.9% | +4.9% |
| 3Y | +80.7% | -34.9% | +115.7% | +85.0% |
| 5Y | +69.6% | -77.4% | +147.0% | +108.7% |
| 10Y | +517.8% | +158.1% | +359.7% | +310.5% |
| All | +1,090.5% | +1,058.6% | +31.9% | +560.8% |
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 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