+13.0%
QBTS vs EPAM
-51.3%
+64.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.8% |
| 7D | +13.7% | +9.1% | +4.6% | +9.5% |
| 30D | -21.3% | +38.5% | -59.8% | -29.3% |
| 3M | -44.7% | +61.0% | -105.7% | -52.6% |
| 6M | -49.2% | +58.0% | -107.2% | -57.0% |
| YTD | -56.1% | -23.5% | -32.7% | -54.2% |
| 1Y | -61.1% | -10.5% | -50.6% | -61.2% |
| 3Y | +1,511.0% | -33.8% | +1,544.8% | +1,586.2% |
| 5Y | +16.6% | -78.1% | +94.7% | +25.0% |
| All | +13.0% | -51.3% | +64.3% | +15.6% |
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 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