+37.2%
IONQ vs EPAM
-77.2%
+114.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +20.6% | -31.2% | -18.5% |
| 7D | -16.7% | +23.0% | -39.7% | -25.0% |
| 30D | -38.9% | +51.6% | -90.5% | -49.9% |
| 3M | -33.8% | +50.8% | -84.6% | -46.2% |
| 6M | -44.9% | +51.1% | -96.1% | -56.7% |
| YTD | -41.1% | -19.1% | -22.0% | -38.7% |
| 1Y | -52.3% | +3.0% | -55.3% | -55.8% |
| 3Y | +128.2% | -31.2% | +159.4% | +145.5% |
| 5Y | +37.2% | -76.5% | +113.7% | +241.8% |
| All | +37.2% | -77.2% | +114.3% | +241.8% |
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