+455.8%
SOXL vs EPAM
-55.7%
+511.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.2% | +10.7% |
| 7D | +5.3% | +2.0% | +3.4% | +4.6% |
| 30D | -11.2% | +6.5% | -17.7% | -13.9% |
| 3M | -55.4% | +19.9% | -75.3% | -60.4% |
| 6M | +107.1% | -16.9% | +124.1% | +125.4% |
| YTD | +179.0% | -42.9% | +221.9% | +291.0% |
| 1Y | +357.4% | -30.4% | +387.7% | +437.4% |
| All | +455.8% | -55.7% | +511.5% | +753.6% |
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