+58.2%
QQQI vs EPAM
-60.4%
+118.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | +0.2% | +17.8% | -17.6% | -1.4% |
| 3M | +2.3% | +19.9% | -17.6% | +0.2% |
| 6M | +11.6% | -21.6% | +33.2% | +15.5% |
| YTD | +11.3% | -44.0% | +55.3% | +20.4% |
| 1Y | +17.4% | -30.5% | +47.9% | +22.4% |
| All | +58.2% | -60.4% | +118.6% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling