+227.2%
IONQ vs EPAM
-56.3%
+283.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.9% |
| 7D | +25.5% | +9.1% | +16.4% | +18.3% |
| 30D | -11.4% | +38.5% | -49.9% | -24.7% |
| 3M | -20.5% | +61.0% | -81.4% | -37.0% |
| 6M | -28.2% | +58.0% | -86.3% | -45.1% |
| YTD | -21.2% | -23.5% | +2.2% | -16.7% |
| 1Y | -40.4% | -10.5% | -29.8% | -41.5% |
| 3Y | +214.7% | -33.8% | +248.5% | +242.0% |
| 5Y | +56.9% | -78.1% | +135.0% | +181.4% |
| All | +227.2% | -56.3% | +283.5% | +338.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling