+586.7%
SEI vs EPAM
-33.7%
+620.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -3.9% | +18.1% | +14.0% |
| 7D | -18.3% | +13.4% | -31.7% | -17.2% |
| 30D | -24.4% | +47.1% | -71.5% | -22.8% |
| 3M | +1.5% | +71.2% | -69.6% | +3.5% |
| 6M | -25.1% | +48.9% | -74.1% | -22.5% |
| YTD | +26.4% | -22.2% | +48.7% | +44.8% |
| 1Y | +8.9% | -5.2% | +14.1% | +19.8% |
| 3Y | +586.7% | -34.9% | +621.6% | +609.2% |
| All | +586.7% | -33.7% | +620.4% | +609.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling