+93.7%
QQQM vs EPAM
-57.0%
+150.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.3% |
| 30D | -0.6% | +17.8% | -18.4% | -2.7% |
| 3M | +1.3% | +19.9% | -18.6% | -1.5% |
| 6M | +18.2% | -21.6% | +39.8% | +23.1% |
| YTD | +16.9% | -44.0% | +60.9% | +28.8% |
| 1Y | +24.0% | -30.5% | +54.6% | +30.4% |
| All | +93.7% | -57.0% | +150.7% | +112.3% |
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