-23.9%
SIRI vs EPAM
-56.4%
+32.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | -2.8% | +18.4% | -21.2% | -6.3% |
| 3M | +5.9% | +19.2% | -13.3% | +1.3% |
| 6M | +31.9% | -21.0% | +52.9% | +37.7% |
| YTD | +48.7% | -43.7% | +92.4% | +66.4% |
| 1Y | +23.2% | -29.9% | +53.1% | +28.8% |
| 3Y | -23.9% | -56.5% | +32.7% | -13.3% |
| All | -23.9% | -56.4% | +32.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling