+33.6%
SEDG vs EPAM
+162.7%
-129.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -8.4% | +9.1% | -17.5% | -12.8% |
| 30D | -14.1% | +38.5% | -52.6% | -25.1% |
| 3M | -12.9% | +61.0% | -73.9% | -28.4% |
| 6M | -33.0% | +58.0% | -91.1% | -46.2% |
| YTD | -4.1% | -23.5% | +19.3% | -1.4% |
| 1Y | -30.9% | -10.5% | -20.3% | -33.3% |
| 3Y | -60.7% | -33.8% | -26.8% | -58.0% |
| 5Y | -92.1% | -78.1% | -14.0% | -88.1% |
| 10Y | +97.6% | +157.7% | -60.1% | +10.5% |
| All | +33.6% | +162.7% | -129.1% | -22.2% |
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