+244.8%
SOXX vs EPAM
-82.0%
+326.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -4.5% | +7.5% | +3.9% |
| 30D | -3.1% | +14.6% | -17.8% | -5.9% |
| 3M | -4.4% | +23.1% | -27.5% | -10.1% |
| 6M | +52.9% | -19.5% | +72.3% | +58.2% |
| YTD | +72.0% | -44.1% | +116.1% | +93.2% |
| 1Y | +105.1% | -25.2% | +130.3% | +112.6% |
| 3Y | +220.6% | -56.8% | +277.4% | +268.2% |
| 5Y | +244.8% | -81.7% | +326.5% | +366.0% |
| All | +244.8% | -82.0% | +326.8% | +366.0% |
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