+121.1%
EEM vs EPAM
+157.4%
-36.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +2.7% | +2.4% | +0.3% | +2.2% |
| 30D | -5.4% | +42.3% | -47.7% | -11.6% |
| 3M | -8.6% | +60.7% | -69.3% | -16.8% |
| 6M | -8.9% | +80.5% | -89.4% | -19.9% |
| YTD | +11.9% | -20.4% | +32.3% | +14.2% |
| 1Y | +13.1% | -9.6% | +22.7% | +12.3% |
| 3Y | +70.7% | -30.5% | +101.1% | +72.1% |
| 5Y | +31.8% | -75.7% | +107.5% | +59.7% |
| All | +121.1% | +157.4% | -36.2% | +27.1% |
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