+3,049.4%
SOXX vs EPAM
+751.2%
+2,298.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.2% |
| 7D | +2.2% | +2.0% | +0.3% | +1.6% |
| 30D | -2.0% | +6.5% | -8.6% | -4.5% |
| 3M | -13.7% | +19.9% | -33.6% | -20.2% |
| 6M | +52.4% | -16.9% | +69.3% | +55.6% |
| YTD | +72.8% | -42.9% | +115.7% | +95.3% |
| 1Y | +113.9% | -30.4% | +144.3% | +125.9% |
| 3Y | +210.7% | -54.7% | +265.5% | +259.3% |
| 5Y | +244.6% | -81.8% | +326.4% | +380.9% |
| 10Y | +1,468.0% | +65.5% | +1,402.6% | +1,000.6% |
| All | +3,049.4% | +751.2% | +2,298.2% | +1,613.3% |
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