-10.1%
SOUN vs EPAM
-57.2%
+47.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.3% |
| 7D | -5.2% | +2.0% | -7.2% | -6.3% |
| 30D | +4.8% | +6.5% | -1.7% | -0.8% |
| 3M | -15.9% | +19.9% | -35.8% | -28.1% |
| 6M | -17.4% | -16.9% | -0.5% | -11.2% |
| YTD | -32.4% | -42.9% | +10.5% | -9.5% |
| 1Y | -49.3% | -30.4% | -18.9% | -41.6% |
| 3Y | +167.5% | -54.7% | +222.2% | +300.6% |
| All | -10.1% | -57.2% | +47.1% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling