+182.7%
SOXL vs EPAM
-81.7%
+264.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.0% |
| 7D | +16.4% | -0.9% | +17.3% | +16.7% |
| 30D | -12.1% | +18.4% | -30.5% | -21.5% |
| 3M | -41.7% | +19.2% | -60.9% | -53.4% |
| 6M | +157.4% | -21.0% | +178.4% | +162.6% |
| YTD | +193.3% | -43.7% | +237.0% | +271.3% |
| 1Y | +355.3% | -29.9% | +385.2% | +382.9% |
| 3Y | +484.2% | -56.5% | +540.7% | +778.6% |
| 5Y | +182.7% | -81.7% | +264.3% | +758.4% |
| All | +182.7% | -81.7% | +264.4% | +758.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling