+87.5%
SIRI vs EPAM
+1,091.5%
-1,004.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.7% | -1.1% | -2.5% | -3.5% |
| 30D | +20.4% | +41.8% | -21.4% | +12.6% |
| 3M | +12.5% | +63.4% | -50.8% | +2.4% |
| 6M | +23.4% | +72.2% | -48.8% | +10.4% |
| YTD | +65.2% | -20.0% | +85.2% | +67.5% |
| 1Y | +52.4% | -9.0% | +61.4% | +50.8% |
| 3Y | -22.6% | -30.4% | +7.8% | -21.6% |
| 5Y | -41.7% | -75.6% | +33.9% | -32.9% |
| 10Y | -7.8% | +161.2% | -168.9% | -37.9% |
| All | +87.5% | +1,091.5% | -1,004.0% | +7.3% |
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 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