+65.2%
SEDG vs EPAM
+96.0%
-30.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.0% |
| 7D | +8.9% | +2.0% | +6.9% | +8.1% |
| 30D | +0.9% | +6.5% | -5.6% | -2.0% |
| 3M | -53.2% | +19.9% | -73.2% | -57.2% |
| 6M | -9.9% | -16.9% | +7.1% | -6.7% |
| YTD | +18.5% | -42.9% | +61.4% | +38.8% |
| 1Y | +0.1% | -30.4% | +30.5% | +7.7% |
| 3Y | -78.9% | -54.7% | -24.2% | -73.5% |
| 5Y | -88.0% | -81.8% | -6.2% | -80.7% |
| 10Y | +97.5% | +65.5% | +32.0% | +31.1% |
| All | +65.2% | +96.0% | -30.8% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling