+9.6%
QXO vs EPAM
+157.4%
-147.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +9.0% | +2.4% | +6.6% | +8.5% |
| 30D | +22.0% | +42.3% | -20.4% | +14.1% |
| 3M | -15.4% | +60.7% | -76.0% | -22.5% |
| 6M | -26.0% | +80.5% | -106.5% | -34.2% |
| YTD | -34.7% | -20.4% | -14.3% | -33.5% |
| 1Y | -28.0% | -9.6% | -18.4% | -28.3% |
| 3Y | -47.0% | -30.5% | -16.6% | -46.9% |
| 5Y | -64.2% | -75.7% | +11.5% | -58.8% |
| All | +9.6% | +157.4% | -147.8% | -13.0% |
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 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