+153.5%
QQQM vs EPAM
-66.2%
+219.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | +0.2% | +6.5% | -6.3% | -1.2% |
| 3M | -2.8% | +19.9% | -22.7% | -6.8% |
| 6M | +18.1% | -16.9% | +35.0% | +20.9% |
| YTD | +17.4% | -42.9% | +60.2% | +28.2% |
| 1Y | +25.7% | -30.4% | +56.0% | +31.5% |
| 3Y | +94.1% | -54.7% | +148.8% | +114.0% |
| 5Y | +94.9% | -81.8% | +176.7% | +152.3% |
| All | +153.5% | -66.2% | +219.7% | +158.1% |
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 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