+689.9%
SEI vs EPAM
+41.7%
+648.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +28.2% | -2.2% | +30.4% | +28.5% |
| 30D | +15.5% | +17.8% | -2.3% | +13.0% |
| 3M | -1.4% | +19.9% | -21.3% | -4.9% |
| 6M | +37.4% | -21.6% | +59.0% | +40.9% |
| YTD | +47.8% | -44.0% | +91.8% | +59.3% |
| 1Y | +174.3% | -30.5% | +204.8% | +183.6% |
| 3Y | +598.5% | -56.8% | +655.3% | +661.1% |
| 5Y | +1,026.2% | -81.7% | +1,107.9% | +1,292.6% |
| All | +689.9% | +41.7% | +648.2% | +254.6% |
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