+43.2%
SEI vs EPAM
-8.3%
+51.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +10.5% | +2.4% | +8.0% | +11.7% |
| 30D | -8.0% | +42.3% | -50.3% | +7.0% |
| 3M | +6.7% | +60.7% | -53.9% | +30.2% |
| 6M | -17.0% | +80.5% | -97.5% | +7.5% |
| YTD | +39.7% | -20.4% | +60.0% | +85.1% |
| 1Y | +43.2% | -9.6% | +52.8% | +31.9% |
| All | +43.2% | -8.3% | +51.5% | +31.9% |
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 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