+52.2%
TQQQ vs EPAM
-75.8%
+128.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +18.6% | -1.1% | +19.8% | +18.9% |
| 30D | -24.0% | +41.8% | -65.9% | -37.9% |
| 3M | -19.6% | +63.4% | -82.9% | -39.2% |
| 6M | -19.8% | +72.2% | -92.0% | -43.9% |
| YTD | +14.3% | -20.0% | +34.3% | +17.0% |
| 1Y | +8.2% | -9.0% | +17.2% | +2.9% |
| 3Y | +203.4% | -30.4% | +233.8% | +215.6% |
| 5Y | +52.2% | -75.6% | +127.8% | +164.9% |
| All | +52.2% | -75.8% | +128.0% | +164.9% |
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