-73.5%
QS vs EPAM
-9.2%
-64.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.5% | -7.8% |
| 7D | -5.6% | -1.1% | -4.5% | -5.6% |
| 30D | -5.8% | +41.8% | -47.7% | -5.5% |
| 3M | -39.2% | +63.4% | -102.5% | -38.9% |
| 6M | -53.9% | +72.2% | -126.1% | -52.8% |
| YTD | -62.8% | -20.0% | -42.7% | -55.6% |
| 1Y | -73.5% | -9.0% | -64.5% | -71.6% |
| All | -73.5% | -9.2% | -64.3% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling