+2,615.3%
SOXX vs EPAM
+1,086.5%
+1,528.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +9.4% | +2.4% | +6.9% | +8.6% |
| 30D | -13.8% | +42.3% | -56.1% | -23.1% |
| 3M | -18.6% | +60.7% | -79.3% | -30.3% |
| 6M | -15.1% | +80.5% | -95.6% | -31.9% |
| YTD | +49.0% | -20.4% | +69.4% | +50.4% |
| 1Y | +55.3% | -9.6% | +64.9% | +50.5% |
| 3Y | +179.0% | -30.5% | +209.5% | +179.9% |
| 5Y | +166.5% | -75.7% | +242.2% | +238.2% |
| 10Y | +1,203.0% | +160.1% | +1,042.9% | +697.6% |
| All | +2,615.3% | +1,086.5% | +1,528.7% | +1,219.5% |
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