+12,698.0%
TQQQ vs EPAM
+1,091.5%
+11,606.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | +18.6% | -1.1% | +19.8% | +18.9% |
| 30D | -24.0% | +41.8% | -65.9% | -43.7% |
| 3M | -19.6% | +63.4% | -82.9% | -46.7% |
| 6M | -19.8% | +72.2% | -92.0% | -52.7% |
| YTD | +14.3% | -20.0% | +34.3% | +10.0% |
| 1Y | +8.2% | -9.0% | +17.2% | -5.2% |
| 3Y | +203.4% | -30.4% | +233.8% | +196.5% |
| 5Y | +52.2% | -75.6% | +127.8% | +177.6% |
| 10Y | +2,456.4% | +161.2% | +2,295.2% | +974.1% |
| All | +12,698.0% | +1,091.5% | +11,606.5% | +3,205.5% |
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