+173.5%
IONQ vs EPAM
-61.7%
+235.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -8.9% | +0.8% | -9.7% | -9.6% |
| 30D | -31.3% | +24.9% | -56.2% | -37.8% |
| 3M | -29.2% | +22.6% | -51.8% | -36.2% |
| 6M | -35.4% | +24.2% | -59.6% | -44.0% |
| YTD | -34.2% | -33.0% | -1.2% | -24.9% |
| 1Y | -44.7% | -13.3% | -31.4% | -44.1% |
| 3Y | +155.1% | -42.9% | +198.0% | +200.8% |
| 5Y | +79.8% | -80.8% | +160.6% | +247.6% |
| All | +173.5% | -61.7% | +235.3% | +295.6% |
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