+20.2%
SOLS vs EPAM
+9.8%
+10.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.2% | +4.8% |
| 7D | -4.2% | +13.4% | -17.6% | -1.9% |
| 30D | -3.9% | +47.1% | -51.0% | +1.8% |
| 3M | -6.6% | +71.2% | -77.8% | +1.0% |
| 6M | -29.1% | +48.9% | -78.0% | -22.4% |
| YTD | +19.8% | -22.2% | +42.0% | +24.5% |
| 1Y | +29.2% | -5.2% | +34.4% | +27.1% |
| All | +20.2% | +9.8% | +10.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling