+53.9%
QSR vs EPAM
-75.7%
+129.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | +4.1% | +42.3% | -38.2% | -0.2% |
| 3M | -0.7% | +60.7% | -61.3% | -6.3% |
| 6M | +0.4% | +80.5% | -80.1% | -7.0% |
| YTD | +13.5% | -20.4% | +33.9% | +14.6% |
| 1Y | +11.0% | -9.6% | +20.6% | +10.4% |
| 3Y | +22.0% | -30.5% | +52.5% | +22.7% |
| All | +53.9% | -75.7% | +129.6% | +65.9% |
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