+623.6%
SEI vs EPAM
+102.8%
+520.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.6% |
| 7D | -10.8% | +18.8% | -29.6% | -12.7% |
| 30D | -19.0% | +44.9% | -64.0% | -22.7% |
| 3M | +5.8% | +68.6% | -62.8% | -1.2% |
| 6M | -14.9% | +65.4% | -80.3% | -21.6% |
| YTD | +35.4% | -19.9% | +55.3% | +39.3% |
| 1Y | +23.9% | -10.0% | +33.9% | +24.9% |
| 3Y | +661.3% | -30.3% | +691.6% | +676.5% |
| 5Y | +822.2% | -75.7% | +897.9% | +1,026.6% |
| All | +623.6% | +102.8% | +520.8% | +209.9% |
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