+2,180.9%
SOXL vs EPAM
+165.6%
+2,015.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.8% | +18.6% | +18.4% |
| 7D | -1.0% | +18.5% | -19.5% | -27.4% |
| 30D | -48.6% | +44.0% | -92.6% | -69.3% |
| 3M | -50.3% | +63.0% | -113.3% | -74.7% |
| 6M | -65.3% | +67.3% | -132.6% | -86.2% |
| YTD | +57.2% | -20.5% | +77.7% | +19.3% |
| 1Y | +58.0% | -9.6% | +67.7% | +5.3% |
| 3Y | +226.2% | -30.8% | +257.1% | +165.2% |
| 5Y | +10.5% | -75.6% | +86.1% | +159.4% |
| 10Y | +2,180.9% | +159.6% | +2,021.3% | +136.8% |
| All | +2,180.9% | +165.6% | +2,015.3% | +136.8% |
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