+323.6%
SRE vs EPAM
+1,058.6%
-735.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.7% |
| 7D | -9.2% | +13.4% | -22.5% | -10.4% |
| 30D | -1.9% | +47.1% | -49.0% | -5.6% |
| 3M | -6.5% | +71.2% | -77.7% | -11.6% |
| 6M | -15.2% | +48.9% | -64.2% | -19.2% |
| YTD | -9.5% | -22.2% | +12.8% | -8.3% |
| 1Y | -13.2% | -5.2% | -8.0% | -14.1% |
| 3Y | +19.5% | -34.9% | +54.4% | +20.8% |
| 5Y | +43.6% | -77.4% | +121.0% | +58.0% |
| 10Y | +109.9% | +158.1% | -48.2% | +69.7% |
| All | +323.6% | +1,058.6% | -735.0% | +215.6% |
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