+159.3%
SEI vs EPAM
-29.8%
+189.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.5% | +17.8% | +15.8% |
| 7D | +28.8% | -0.9% | +29.7% | +28.6% |
| 30D | +10.4% | +18.4% | -8.0% | +16.7% |
| 3M | -11.4% | +19.2% | -30.6% | -2.1% |
| 6M | +31.2% | -21.0% | +52.1% | +43.3% |
| YTD | +39.7% | -43.7% | +83.4% | +53.1% |
| All | +159.3% | -29.8% | +189.1% | +193.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling