-12.3%
SIRI vs EPAM
+63.0%
-75.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.9% | -2.2% | -1.8% | -3.5% |
| 30D | -0.8% | +17.8% | -18.6% | -3.9% |
| 3M | +4.3% | +19.9% | -15.6% | +0.2% |
| 6M | +34.1% | -21.6% | +55.6% | +38.6% |
| YTD | +47.3% | -44.0% | +91.3% | +60.8% |
| 1Y | +22.9% | -30.5% | +53.4% | +28.2% |
| 3Y | -24.6% | -56.8% | +32.2% | -16.2% |
| 5Y | -43.2% | -81.7% | +38.5% | -28.6% |
| 10Y | -12.3% | +68.4% | -80.7% | -47.1% |
| All | -12.3% | +63.0% | -75.3% | -47.1% |
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