-46.0%
SOUN vs EPAM
-42.7%
-3.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.6% |
| 7D | -1.0% | +9.1% | -10.0% | -7.1% |
| 30D | -24.9% | +38.5% | -63.3% | -38.7% |
| 3M | -49.5% | +61.0% | -110.5% | -62.4% |
| 6M | -54.4% | +58.0% | -112.4% | -67.6% |
| YTD | -59.4% | -23.5% | -35.9% | -55.0% |
| 1Y | -71.4% | -10.5% | -60.8% | -71.6% |
| 3Y | +134.1% | -33.8% | +167.9% | +174.1% |
| All | -46.0% | -42.7% | -3.3% | -58.4% |
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