+206.2%
TQQQ vs EPAM
-29.8%
+236.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +18.6% | -1.1% | +19.8% | +18.8% |
| 30D | -24.0% | +41.8% | -65.9% | -32.7% |
| 3M | -19.6% | +63.4% | -82.9% | -32.6% |
| 6M | -19.8% | +72.2% | -92.0% | -36.3% |
| YTD | +14.3% | -20.0% | +34.3% | +30.7% |
| 1Y | +8.2% | -9.0% | +17.2% | +14.7% |
| All | +206.2% | -29.8% | +236.0% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling