+84.7%
EEM vs EPAM
+1,058.6%
-974.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.8% |
| 7D | -2.8% | +13.4% | -16.2% | -5.4% |
| 30D | -11.9% | +47.1% | -59.0% | -18.2% |
| 3M | -8.8% | +71.2% | -79.9% | -17.7% |
| 6M | -11.6% | +48.9% | -60.6% | -19.4% |
| YTD | +9.0% | -22.2% | +31.3% | +11.2% |
| 1Y | +10.6% | -5.2% | +15.7% | +8.4% |
| 3Y | +64.4% | -34.9% | +99.3% | +67.4% |
| 5Y | +31.0% | -77.4% | +108.5% | +53.9% |
| 10Y | +105.6% | +158.1% | -52.5% | +36.8% |
| All | +84.7% | +1,058.6% | -974.0% | -0.6% |
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