+12.6%
SOFI vs EPAM
-82.0%
+94.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.0% | -4.5% | -2.6% | -5.6% |
| 30D | -4.3% | +14.6% | -18.9% | -8.6% |
| 3M | +8.4% | +23.1% | -14.6% | -1.1% |
| 6M | -5.9% | -19.5% | +13.5% | -0.5% |
| YTD | -34.3% | -44.1% | +9.8% | -22.1% |
| 1Y | -32.6% | -25.2% | -7.4% | -28.4% |
| 3Y | +101.3% | -56.8% | +158.1% | +149.9% |
| 5Y | +12.6% | -81.7% | +94.3% | +91.1% |
| All | +12.6% | -82.0% | +94.5% | +91.1% |
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