+5,399.0%
SOXL vs EPAM
+63.0%
+5,336.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.6% |
| 7D | +18.4% | -2.2% | +20.5% | +20.2% |
| 30D | -3.2% | +17.8% | -21.0% | -17.9% |
| 3M | -37.6% | +19.9% | -57.5% | -56.1% |
| 6M | +136.1% | -21.6% | +157.7% | +132.3% |
| YTD | +199.5% | -44.0% | +243.5% | +287.3% |
| 1Y | +363.2% | -30.5% | +393.7% | +372.9% |
| 3Y | +496.5% | -56.8% | +553.3% | +846.3% |
| 5Y | +184.8% | -81.7% | +266.5% | +926.1% |
| 10Y | +5,399.0% | +68.4% | +5,330.6% | +1,064.8% |
| All | +5,399.0% | +63.0% | +5,336.0% | +1,064.8% |
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