-31.1%
SOXS vs EPAM
+58.0%
-89.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -1.6% | -20.7% | -20.1% |
| 7D | -5.1% | +9.1% | -14.1% | -12.6% |
| 30D | +60.4% | +38.5% | +21.9% | +12.1% |
| 3M | +32.7% | +61.0% | -28.3% | -23.7% |
| All | -31.1% | +58.0% | -89.1% | -66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling