+135.8%
IONQ vs EPAM
-31.1%
+166.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +20.6% | -31.2% | -17.8% |
| 7D | -16.7% | +23.0% | -39.7% | -24.4% |
| 30D | -38.9% | +51.6% | -90.5% | -49.5% |
| 3M | -33.8% | +50.8% | -84.6% | -45.9% |
| 6M | -44.9% | +51.1% | -96.1% | -56.1% |
| YTD | -41.1% | -19.1% | -22.0% | -33.3% |
| 1Y | -52.3% | +3.0% | -55.3% | -53.8% |
| All | +135.8% | -31.1% | +166.8% | +149.2% |
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