+83.6%
QQQM vs EPAM
-30.1%
+113.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.6% | +2.4% | +1.2% | +3.4% |
| 30D | -6.7% | +42.3% | -49.0% | -10.1% |
| 3M | -7.0% | +60.7% | -67.7% | -11.8% |
| 6M | -4.6% | +80.5% | -85.1% | -11.5% |
| YTD | +11.1% | -20.4% | +31.5% | +17.5% |
| 1Y | +12.3% | -9.6% | +21.9% | +15.8% |
| 3Y | +83.6% | -30.5% | +114.1% | +86.3% |
| All | +83.6% | -30.1% | +113.7% | +86.3% |
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 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