+18,592.2%
SOXL vs EPAM
+751.2%
+17,841.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.2% | +11.8% |
| 7D | +5.3% | +2.0% | +3.4% | +3.5% |
| 30D | -11.2% | +6.5% | -17.7% | -18.5% |
| 3M | -55.4% | +19.9% | -75.3% | -67.6% |
| 6M | +107.1% | -16.9% | +124.1% | +93.2% |
| YTD | +179.0% | -42.9% | +221.9% | +245.5% |
| 1Y | +357.4% | -30.4% | +387.7% | +368.2% |
| 3Y | +397.5% | -54.7% | +452.2% | +634.7% |
| 5Y | +155.9% | -81.8% | +237.7% | +687.1% |
| 10Y | +4,301.6% | +65.5% | +4,236.1% | +2,766.2% |
| All | +18,592.2% | +751.2% | +17,841.0% | +6,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling