+58.6%
QQQI vs EPAM
-60.2%
+118.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +0.2% | +18.4% | -18.1% | -1.4% |
| 3M | +1.5% | +19.2% | -17.7% | -0.5% |
| 6M | +13.2% | -21.0% | +34.2% | +17.1% |
| YTD | +11.6% | -43.7% | +55.3% | +20.6% |
| 1Y | +18.0% | -29.9% | +47.9% | +22.8% |
| All | +58.6% | -60.2% | +118.8% | +68.4% |
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