+130.9%
SOUN vs EPAM
-33.7%
+164.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.3% | -1.8% |
| 7D | -2.6% | +13.4% | -16.0% | -9.1% |
| 30D | -27.0% | +47.1% | -74.1% | -40.3% |
| 3M | -41.9% | +71.2% | -113.1% | -56.0% |
| 6M | -56.1% | +48.9% | -105.1% | -65.7% |
| YTD | -58.8% | -22.2% | -36.5% | -52.8% |
| 1Y | -71.1% | -5.2% | -65.9% | -71.4% |
| 3Y | +130.9% | -34.9% | +165.8% | +207.3% |
| All | +130.9% | -33.7% | +164.6% | +207.3% |
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