-94.7%
SQQQ vs EPAM
-81.7%
-13.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | -0.4% |
| 7D | -4.2% | -0.9% | -3.3% | -4.5% |
| 30D | +2.4% | +18.4% | -15.9% | +11.4% |
| 3M | -5.7% | +19.2% | -24.9% | +2.4% |
| 6M | -46.6% | -21.0% | -25.6% | -53.7% |
| YTD | -42.7% | -43.7% | +1.0% | -58.0% |
| 1Y | -52.6% | -29.9% | -22.7% | -60.0% |
| 3Y | -89.8% | -56.5% | -33.3% | -92.0% |
| 5Y | -94.7% | -81.7% | -13.0% | -96.3% |
| All | -94.7% | -81.7% | -13.0% | -96.3% |
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 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