+70.2%
QBTS vs EPAM
-81.9%
+152.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.7% |
| 7D | -2.4% | +2.0% | -4.4% | -3.0% |
| 30D | -22.5% | +6.5% | -29.0% | -24.0% |
| 3M | -40.0% | +19.9% | -59.9% | -44.0% |
| 6M | -12.3% | -16.9% | +4.6% | -8.6% |
| YTD | -36.6% | -42.9% | +6.3% | -26.2% |
| 1Y | +8.4% | -30.4% | +38.8% | +18.4% |
| 3Y | +1,380.4% | -54.7% | +1,435.1% | +1,649.0% |
| All | +70.2% | -81.9% | +152.1% | +100.7% |
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 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