-71.9%
SOUN vs EPAM
-11.8%
-60.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -1.0% | +9.1% | -10.0% | -2.1% |
| 30D | -24.9% | +38.5% | -63.3% | -28.5% |
| 3M | -49.5% | +61.0% | -110.5% | -52.8% |
| 6M | -54.4% | +58.0% | -112.4% | -57.6% |
| YTD | -59.4% | -23.5% | -35.9% | -53.6% |
| All | -71.9% | -11.8% | -60.1% | -73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling