+42.0%
SOFI vs EPAM
-68.1%
+110.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -4.4% | +17.8% | -22.1% | -9.8% |
| 3M | +5.2% | +19.9% | -14.7% | -3.5% |
| 6M | -7.8% | -21.6% | +13.8% | -1.3% |
| YTD | -33.8% | -44.0% | +10.2% | -21.0% |
| 1Y | -33.3% | -30.5% | -2.8% | -27.0% |
| 3Y | +102.7% | -56.8% | +159.5% | +154.4% |
| 5Y | +10.5% | -81.7% | +92.2% | +92.1% |
| All | +42.0% | -68.1% | +110.1% | +21.2% |
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 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