+73.5%
SEDG vs EPAM
+157.4%
-83.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.3% | +2.4% | -15.7% | -14.2% |
| 30D | -21.9% | +42.3% | -64.2% | -32.7% |
| 3M | -25.9% | +60.7% | -86.5% | -39.3% |
| 6M | -44.2% | +80.5% | -124.7% | -57.6% |
| YTD | -17.3% | -20.4% | +3.0% | -16.0% |
| 1Y | -34.5% | -9.6% | -24.9% | -37.1% |
| 3Y | -66.7% | -30.5% | -36.2% | -65.0% |
| 5Y | -93.4% | -75.7% | -17.7% | -90.2% |
| All | +73.5% | +157.4% | -83.9% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling