+134.0%
QSR vs EPAM
+63.0%
+70.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | +5.7% | +17.8% | -12.1% | +2.6% |
| 3M | +6.9% | +19.9% | -13.0% | +2.8% |
| 6M | +6.9% | -21.6% | +28.5% | +10.4% |
| YTD | +14.9% | -44.0% | +58.9% | +25.2% |
| 1Y | +29.1% | -30.5% | +59.6% | +34.8% |
| 3Y | +26.1% | -56.8% | +82.9% | +39.4% |
| 5Y | +42.3% | -81.7% | +124.0% | +77.6% |
| 10Y | +134.0% | +68.4% | +65.5% | +48.0% |
| All | +134.0% | +63.0% | +70.9% | +48.0% |
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