+33.8%
SOLS vs EPAM
-20.5%
+54.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.1% |
| 7D | +4.5% | -0.9% | +5.4% | +4.4% |
| 30D | +6.0% | +18.4% | -12.4% | +8.5% |
| 3M | -19.7% | +19.2% | -38.9% | -16.1% |
| 6M | -10.4% | -21.0% | +10.6% | -8.3% |
| YTD | +33.3% | -43.7% | +77.0% | +31.8% |
| All | +33.8% | -20.5% | +54.3% | +19.9% |
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