-4.8%
SOXL vs EPAM
-75.7%
+70.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.6% | -10.8% |
| 7D | +26.9% | +2.4% | +24.5% | +25.1% |
| 30D | -47.2% | +42.3% | -89.6% | -60.9% |
| 3M | -59.9% | +60.7% | -120.5% | -73.1% |
| 6M | -68.3% | +80.5% | -148.8% | -82.9% |
| YTD | +38.8% | -20.4% | +59.2% | +28.4% |
| 1Y | +48.8% | -9.6% | +58.4% | +25.2% |
| 3Y | +196.5% | -30.5% | +227.0% | +194.9% |
| All | -4.8% | -75.7% | +70.9% | +95.4% |
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