-62.8%
QS vs EPAM
-47.4%
-15.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.7% | -5.0% |
| 7D | -14.0% | +2.4% | -16.4% | -14.7% |
| 30D | -6.4% | +42.3% | -48.7% | -17.8% |
| 3M | -40.3% | +60.7% | -100.9% | -49.8% |
| 6M | -57.5% | +80.5% | -138.0% | -66.7% |
| YTD | -64.7% | -20.4% | -44.3% | -63.3% |
| 1Y | -72.9% | -9.6% | -63.3% | -73.2% |
| 3Y | -33.5% | -30.5% | -3.0% | -31.1% |
| 5Y | -90.5% | -75.7% | -14.8% | -87.1% |
| All | -62.8% | -47.4% | -15.5% | -29.1% |
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 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