-12.4%
SOUN vs EPAM
-57.9%
+45.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -18.1% | +18.4% | -36.4% | -25.7% |
| 3M | -12.3% | +19.2% | -31.5% | -24.8% |
| 6M | -18.6% | -21.0% | +2.4% | -9.6% |
| YTD | -34.1% | -43.7% | +9.6% | -11.0% |
| 1Y | -57.0% | -29.9% | -27.1% | -50.8% |
| 3Y | +185.7% | -56.5% | +242.2% | +339.4% |
| All | -12.4% | -57.9% | +45.5% | -17.7% |
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