+45.0%
QSR vs EPAM
-81.7%
+126.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | +0.1% | -0.9% | +0.9% | +0.2% |
| 30D | +5.9% | +18.4% | -12.4% | +3.9% |
| 3M | +10.5% | +19.2% | -8.8% | +7.8% |
| 6M | +7.7% | -21.0% | +28.7% | +9.8% |
| YTD | +16.8% | -43.7% | +60.5% | +23.0% |
| 1Y | +30.9% | -29.9% | +60.8% | +34.3% |
| 3Y | +28.2% | -56.5% | +84.7% | +36.2% |
| 5Y | +45.0% | -81.7% | +126.7% | +58.0% |
| All | +45.0% | -81.7% | +126.7% | +58.0% |
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 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