-88.6%
QS vs EPAM
-77.4%
-11.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +5.3% |
| 7D | +5.4% | +13.4% | -8.0% | -0.1% |
| 30D | -5.3% | +47.1% | -52.4% | -18.0% |
| 3M | -22.6% | +71.2% | -93.8% | -36.5% |
| 6M | -46.2% | +48.9% | -95.1% | -55.0% |
| YTD | -58.9% | -22.2% | -36.7% | -56.8% |
| 1Y | -73.1% | -5.2% | -67.9% | -73.9% |
| 3Y | -27.2% | -34.9% | +7.7% | -22.5% |
| All | -88.6% | -77.4% | -11.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling