+49.3%
SOFI vs EPAM
-67.4%
+116.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +0.9% | +2.0% | -1.1% | +0.2% |
| 30D | -0.2% | +6.5% | -6.7% | -3.0% |
| 3M | +6.2% | +19.9% | -13.7% | -2.6% |
| 6M | -2.6% | -16.9% | +14.4% | +2.1% |
| YTD | -30.4% | -42.9% | +12.5% | -17.5% |
| 1Y | -28.2% | -30.4% | +2.2% | -21.5% |
| 3Y | +107.3% | -54.7% | +162.0% | +155.9% |
| 5Y | +20.2% | -81.8% | +102.0% | +111.9% |
| All | +49.3% | -67.4% | +116.7% | +26.5% |
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