+108.6%
SEDG vs EPAM
+63.0%
+45.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +3.6% | -2.2% | +5.8% | +4.4% |
| 30D | +9.3% | +17.8% | -8.5% | +2.9% |
| 3M | -39.1% | +19.9% | -59.0% | -44.3% |
| 6M | +1.8% | -21.6% | +23.4% | +8.0% |
| YTD | +22.0% | -44.0% | +66.1% | +44.6% |
| 1Y | +17.2% | -30.5% | +47.7% | +26.3% |
| 3Y | -76.3% | -56.8% | -19.6% | -69.7% |
| 5Y | -87.2% | -81.7% | -5.5% | -78.9% |
| 10Y | +108.6% | +68.4% | +40.2% | +42.5% |
| All | +108.6% | +63.0% | +45.6% | +42.5% |
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 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