+235.7%
SOXL vs EPAM
-30.2%
+265.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.8% | +18.6% | +17.8% |
| 7D | -1.0% | +18.5% | -19.5% | -3.6% |
| 30D | -48.6% | +44.0% | -92.6% | -52.8% |
| 3M | -50.3% | +63.0% | -113.3% | -56.7% |
| 6M | -65.3% | +67.3% | -132.6% | -72.1% |
| YTD | +57.2% | -20.5% | +77.7% | +103.1% |
| 1Y | +58.0% | -9.6% | +67.7% | +83.8% |
| All | +235.7% | -30.2% | +265.9% | +250.4% |
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