+132.3%
EEM vs EPAM
+63.0%
+69.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.0% | -2.2% | +4.1% | +2.4% |
| 30D | +5.1% | +17.8% | -12.7% | +1.9% |
| 3M | +4.6% | +19.9% | -15.3% | +0.1% |
| 6M | +17.8% | -21.6% | +39.4% | +21.8% |
| YTD | +25.8% | -44.0% | +69.8% | +37.7% |
| 1Y | +36.4% | -30.5% | +66.9% | +42.3% |
| 3Y | +90.0% | -56.8% | +146.8% | +110.9% |
| 5Y | +46.6% | -81.7% | +128.3% | +84.8% |
| 10Y | +132.3% | +68.4% | +63.8% | +46.3% |
| All | +132.3% | +63.0% | +69.2% | +46.3% |
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 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