-92.1%
SEDG vs EPAM
-77.4%
-14.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +5.9% |
| 7D | -8.5% | +13.4% | -21.8% | -12.5% |
| 30D | -17.0% | +47.1% | -64.1% | -26.3% |
| 3M | -15.8% | +71.2% | -87.0% | -28.6% |
| 6M | -32.3% | +48.9% | -81.2% | -41.4% |
| YTD | -4.6% | -22.2% | +17.6% | -1.0% |
| 1Y | -29.2% | -5.2% | -24.1% | -31.4% |
| 3Y | -61.7% | -34.9% | -26.7% | -58.8% |
| All | -92.1% | -77.4% | -14.7% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling