-52.0%
SOUN vs EPAM
-40.1%
-11.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.3% |
| 7D | -15.5% | -1.1% | -14.4% | -15.2% |
| 30D | -26.2% | +41.8% | -68.1% | -40.7% |
| 3M | -51.4% | +63.4% | -114.7% | -64.1% |
| 6M | -55.3% | +72.2% | -127.5% | -69.9% |
| YTD | -63.9% | -20.0% | -43.9% | -61.0% |
| 1Y | -72.8% | -9.0% | -63.8% | -73.2% |
| 3Y | +101.1% | -30.4% | +131.5% | +128.5% |
| All | -52.0% | -40.1% | -11.9% | -63.9% |
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