+197.1%
QSR vs EPAM
+229.8%
-32.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | -0.7% |
| 7D | +4.5% | +18.8% | -14.3% | +0.8% |
| 30D | +9.4% | +44.9% | -35.5% | +1.7% |
| 3M | +7.5% | +68.6% | -61.1% | -3.0% |
| 6M | -0.8% | +65.4% | -66.3% | -11.1% |
| YTD | +16.9% | -19.9% | +36.8% | +18.8% |
| 1Y | +16.3% | -10.0% | +26.3% | +15.6% |
| 3Y | +25.3% | -30.3% | +55.5% | +26.3% |
| 5Y | +60.4% | -75.7% | +136.0% | +90.5% |
| 10Y | +139.2% | +167.2% | -28.0% | +32.9% |
| All | +197.1% | +229.8% | -32.7% | +68.1% |
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