-41.1%
QS vs EPAM
-32.1%
-9.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | -8.1% | +18.4% | -26.4% | -9.0% |
| 3M | -27.0% | +19.2% | -46.2% | -26.9% |
| 6M | -16.4% | -21.0% | +4.5% | -5.7% |
| YTD | -46.4% | -43.7% | -2.6% | -32.6% |
| 1Y | -41.1% | -29.9% | -11.2% | -32.7% |
| All | -41.1% | -32.1% | -9.0% | -32.7% |
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