+52.5%
SOXX vs EPAM
-15.2%
+67.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.3% |
| 7D | -13.7% | +0.8% | -14.5% | -13.4% |
| 30D | -23.6% | +24.9% | -48.5% | -19.9% |
| 3M | -16.9% | +22.6% | -39.5% | -12.8% |
| 6M | -2.4% | +24.2% | -26.6% | +9.5% |
| YTD | +49.8% | -33.0% | +82.8% | +76.9% |
| 1Y | +52.5% | -13.3% | +65.8% | +63.4% |
| All | +52.5% | -15.2% | +67.7% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling