+118.5%
SRE vs EPAM
+65.2%
+53.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +1.9% | +18.4% | -16.5% | 0.0% |
| 3M | -3.3% | +19.2% | -22.5% | -5.6% |
| 6M | -6.4% | -21.0% | +14.5% | -4.6% |
| YTD | -1.8% | -43.7% | +41.9% | +3.4% |
| 1Y | +10.7% | -29.9% | +40.6% | +13.3% |
| 3Y | +31.8% | -56.5% | +88.3% | +39.8% |
| 5Y | +49.2% | -81.7% | +130.9% | +73.7% |
| 10Y | +118.5% | +64.5% | +54.0% | +64.2% |
| All | +118.5% | +65.2% | +53.3% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling