+542.0%
SEI vs EPAM
+44.6%
+497.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.7% |
| 7D | +10.2% | +2.0% | +8.3% | +10.0% |
| 30D | -1.0% | +6.5% | -7.6% | -2.1% |
| 3M | -27.9% | +19.9% | -47.9% | -30.4% |
| 6M | +10.4% | -16.9% | +27.3% | +12.2% |
| YTD | +20.1% | -42.9% | +63.0% | +29.2% |
| 1Y | +109.7% | -30.4% | +140.1% | +117.1% |
| 3Y | +458.6% | -54.7% | +513.4% | +504.7% |
| 5Y | +775.3% | -81.8% | +857.1% | +991.4% |
| All | +542.0% | +44.6% | +497.4% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling