-53.8%
QS vs EPAM
-49.4%
-4.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.3% | +7.3% |
| 7D | +13.7% | +9.1% | +4.6% | +9.1% |
| 30D | -0.2% | +38.5% | -38.7% | -11.6% |
| 3M | -24.8% | +61.0% | -85.8% | -36.9% |
| 6M | -39.4% | +58.0% | -97.4% | -50.3% |
| YTD | -56.1% | -23.5% | -32.7% | -53.8% |
| 1Y | -72.5% | -10.5% | -62.0% | -72.8% |
| 3Y | -16.3% | -33.8% | +17.5% | -11.8% |
| 5Y | -87.6% | -78.1% | -9.4% | -82.6% |
| All | -53.8% | -49.4% | -4.4% | -10.8% |
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