+204.1%
QSR vs EPAM
+135.2%
+68.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +2.4% | +2.0% | +0.5% | +2.1% |
| 30D | +7.6% | +6.5% | +1.1% | +6.0% |
| 3M | +12.6% | +19.9% | -7.3% | +8.1% |
| 6M | +14.4% | -16.9% | +31.3% | +17.0% |
| YTD | +19.6% | -42.9% | +62.5% | +30.2% |
| 1Y | +33.9% | -30.4% | +64.3% | +39.9% |
| 3Y | +27.1% | -54.7% | +81.8% | +39.6% |
| 5Y | +48.5% | -81.8% | +130.4% | +85.3% |
| 10Y | +126.2% | +65.5% | +60.8% | +39.0% |
| All | +204.1% | +135.2% | +68.9% | +84.2% |
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