+51.8%
QQQI vs EPAM
-43.6%
+95.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.3% | +2.4% | +0.9% | +3.2% |
| 30D | -5.8% | +42.3% | -48.1% | -8.5% |
| 3M | -5.0% | +60.7% | -65.7% | -8.9% |
| 6M | -3.2% | +80.5% | -83.7% | -8.8% |
| YTD | +6.8% | -20.4% | +27.1% | +12.1% |
| 1Y | +9.0% | -9.6% | +18.6% | +12.1% |
| All | +51.8% | -43.6% | +95.4% | +56.5% |
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