+49.4%
SRE vs EPAM
-75.7%
+125.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +1.8% | +2.4% | -0.7% | +1.7% |
| 30D | -3.0% | +42.3% | -45.3% | -4.3% |
| 3M | -7.3% | +60.7% | -67.9% | -9.0% |
| 6M | -11.9% | +80.5% | -92.4% | -14.2% |
| YTD | -7.9% | -20.4% | +12.5% | -6.9% |
| 1Y | -11.1% | -9.6% | -1.6% | -10.9% |
| 3Y | +24.8% | -30.5% | +55.3% | +25.3% |
| All | +49.4% | -75.7% | +125.1% | +52.2% |
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