+152.0%
QQQM vs EPAM
-65.9%
+218.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -1.2% | +17.6% | -18.8% | -4.0% |
| 3M | -0.1% | +27.1% | -27.2% | -5.2% |
| 6M | +18.0% | -17.0% | +34.9% | +20.8% |
| YTD | +16.7% | -42.4% | +59.1% | +27.3% |
| 1Y | +23.0% | -25.3% | +48.3% | +27.1% |
| 3Y | +93.3% | -55.7% | +149.1% | +114.1% |
| 5Y | +96.3% | -81.2% | +177.5% | +151.3% |
| All | +152.0% | -65.9% | +218.0% | +156.3% |
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