-87.7%
SEDG vs EPAM
-81.9%
-5.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.8% |
| 7D | +8.9% | +2.0% | +6.9% | +8.3% |
| 30D | +0.9% | +6.5% | -5.6% | -1.3% |
| 3M | -53.2% | +19.9% | -73.2% | -56.2% |
| 6M | -9.9% | -16.9% | +7.1% | -6.7% |
| YTD | +18.5% | -42.9% | +61.4% | +36.0% |
| 1Y | +0.1% | -30.4% | +30.5% | +7.1% |
| 3Y | -78.9% | -54.7% | -24.2% | -74.6% |
| All | -87.7% | -81.9% | -5.8% | -81.7% |
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