-43.4%
SIRI vs EPAM
-81.7%
+38.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | -2.8% | +18.4% | -21.2% | -4.8% |
| 3M | +5.9% | +19.2% | -13.3% | +3.3% |
| 6M | +31.9% | -21.0% | +52.9% | +34.6% |
| YTD | +48.7% | -43.7% | +92.4% | +56.9% |
| 1Y | +23.2% | -29.9% | +53.1% | +26.3% |
| 3Y | -23.9% | -56.5% | +32.7% | -19.6% |
| 5Y | -43.4% | -81.7% | +38.3% | -37.8% |
| All | -43.4% | -81.7% | +38.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling