+782.3%
SEI vs EPAM
-81.9%
+864.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.5% |
| 7D | +10.2% | +2.0% | +8.3% | +10.2% |
| 30D | -1.0% | +6.5% | -7.6% | -1.2% |
| 3M | -27.9% | +19.9% | -47.9% | -28.2% |
| 6M | +10.4% | -16.9% | +27.3% | +12.5% |
| YTD | +20.1% | -42.9% | +63.0% | +25.7% |
| 1Y | +109.7% | -30.4% | +140.1% | +115.7% |
| 3Y | +458.6% | -54.7% | +513.4% | +478.2% |
| All | +782.3% | -81.9% | +864.2% | +825.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling