+15,337.6%
TQQQ vs EPAM
+751.2%
+14,586.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +2.1% |
| 7D | +0.7% | +2.0% | -1.2% | -0.6% |
| 30D | -0.6% | +6.5% | -7.2% | -6.4% |
| 3M | -14.9% | +19.9% | -34.8% | -29.6% |
| 6M | +44.6% | -16.9% | +61.5% | +49.9% |
| YTD | +37.8% | -42.9% | +80.7% | +79.9% |
| 1Y | +59.2% | -30.4% | +89.5% | +78.2% |
| 3Y | +254.1% | -54.7% | +308.8% | +403.5% |
| 5Y | +100.6% | -81.8% | +182.4% | +377.5% |
| 10Y | +2,857.5% | +65.5% | +2,792.1% | +1,686.5% |
| All | +15,337.6% | +751.2% | +14,586.4% | +5,302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling