+109.6%
EEM vs EPAM
+163.7%
-54.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.1% |
| 7D | -0.1% | +9.1% | -9.2% | -2.1% |
| 30D | -8.6% | +38.5% | -47.1% | -14.3% |
| 3M | -7.0% | +61.0% | -68.0% | -15.3% |
| 6M | -9.7% | +58.0% | -67.7% | -18.6% |
| YTD | +12.1% | -23.5% | +35.6% | +15.2% |
| 1Y | +14.1% | -10.5% | +24.6% | +13.4% |
| 3Y | +72.1% | -33.8% | +106.0% | +75.1% |
| 5Y | +34.1% | -78.1% | +112.2% | +67.4% |
| 10Y | +109.6% | +157.7% | -48.1% | +23.8% |
| All | +109.6% | +163.7% | -54.1% | +23.8% |
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 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