+34.3%
QXO vs EPAM
+69.2%
-35.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.7% | -4.5% | -4.2% | -8.0% |
| 30D | -21.0% | +14.6% | -35.6% | -22.7% |
| 3M | -18.4% | +23.1% | -41.5% | -21.7% |
| 6M | -43.0% | -19.5% | -23.6% | -41.5% |
| YTD | -36.3% | -44.1% | +7.8% | -30.8% |
| 1Y | -42.8% | -25.2% | -17.6% | -40.9% |
| 3Y | -45.8% | -56.8% | +11.1% | -40.9% |
| 5Y | -70.8% | -81.7% | +11.0% | -64.9% |
| All | +34.3% | +69.2% | -35.0% | +53.3% |
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