+351.6%
SRE vs EPAM
+751.2%
-399.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | -0.7% | +6.5% | -7.3% | -1.6% |
| 3M | -6.3% | +19.9% | -26.2% | -8.4% |
| 6M | -10.7% | -16.9% | +6.3% | -9.6% |
| YTD | -3.5% | -42.9% | +39.4% | +0.9% |
| 1Y | +5.3% | -30.4% | +35.7% | +7.5% |
| 3Y | +31.8% | -54.7% | +86.5% | +38.3% |
| 5Y | +47.4% | -81.8% | +129.2% | +64.9% |
| 10Y | +120.6% | +65.5% | +55.1% | +85.8% |
| All | +351.6% | +751.2% | -399.6% | +247.5% |
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