-6.2%
SIRI vs EPAM
+165.6%
-171.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.6% | +18.5% | -21.2% | -6.0% |
| 30D | +22.2% | +44.0% | -21.8% | +13.7% |
| 3M | +14.1% | +63.0% | -48.9% | +3.6% |
| 6M | +22.5% | +67.3% | -44.7% | +9.7% |
| YTD | +67.9% | -20.5% | +88.4% | +70.7% |
| 1Y | +54.6% | -9.6% | +64.2% | +53.2% |
| 3Y | -21.3% | -30.8% | +9.5% | -20.2% |
| 5Y | -40.4% | -75.6% | +35.3% | -28.2% |
| 10Y | -6.2% | +159.6% | -165.8% | -48.5% |
| All | -6.2% | +165.6% | -171.9% | -48.5% |
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 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