-44.6%
QS vs EPAM
-62.2%
+17.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.3% |
| 7D | -2.3% | +2.0% | -4.3% | -3.0% |
| 30D | -0.7% | +6.5% | -7.3% | -3.4% |
| 3M | -39.6% | +19.9% | -59.6% | -44.5% |
| 6M | -21.7% | -16.9% | -4.8% | -18.7% |
| YTD | -47.4% | -42.9% | -4.5% | -38.0% |
| 1Y | -28.4% | -30.4% | +2.0% | -22.1% |
| 3Y | -22.6% | -54.7% | +32.1% | -5.5% |
| 5Y | -75.6% | -81.8% | +6.2% | -62.6% |
| All | -44.6% | -62.2% | +17.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling