+37.0%
SOLS vs EPAM
+12.5%
+24.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.7% |
| 7D | +14.0% | +2.4% | +11.6% | +14.5% |
| 30D | +10.0% | +42.3% | -32.4% | +16.0% |
| 3M | +5.8% | +60.7% | -54.8% | +13.6% |
| 6M | -25.2% | +80.5% | -105.7% | -17.1% |
| YTD | +36.5% | -20.4% | +56.9% | +42.5% |
| 1Y | +45.0% | -9.6% | +54.6% | +46.1% |
| All | +37.0% | +12.5% | +24.6% | +29.6% |
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