-15.2%
SRE vs EPAM
+46.1%
-61.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.4% |
| 7D | -9.2% | +13.4% | -22.5% | -7.9% |
| 30D | -1.9% | +47.1% | -49.0% | +1.2% |
| 3M | -6.5% | +71.2% | -77.7% | -2.8% |
| 6M | -15.2% | +48.9% | -64.2% | -12.7% |
| All | -15.2% | +46.1% | -61.4% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling