-53.5%
SOUN vs EPAM
-40.4%
-13.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.8% |
| 7D | -15.1% | +2.4% | -17.5% | -16.3% |
| 30D | -23.0% | +42.3% | -65.3% | -38.2% |
| 3M | -53.3% | +60.7% | -114.0% | -65.3% |
| 6M | -58.6% | +80.5% | -139.0% | -72.9% |
| YTD | -65.0% | -20.4% | -44.6% | -62.1% |
| 1Y | -71.4% | -9.6% | -61.8% | -71.8% |
| 3Y | +75.4% | -30.5% | +105.9% | +99.4% |
| All | -53.5% | -40.4% | -13.1% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling