-5.7%
SEDG vs EPAM
-15.2%
+9.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.7% |
| 7D | +1.8% | +0.8% | +1.0% | +1.8% |
| 30D | -12.7% | +24.9% | -37.6% | -11.4% |
| 3M | -38.4% | +22.6% | -61.0% | -37.8% |
| 6M | -27.7% | +24.2% | -51.9% | -23.6% |
| YTD | +4.1% | -33.0% | +37.0% | +16.8% |
| 1Y | -5.7% | -13.3% | +7.7% | -20.0% |
| All | -5.7% | -15.2% | +9.5% | -20.0% |
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 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