+113.8%
EEM vs EPAM
+751.2%
-637.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +2.3% | +2.0% | +0.4% | +2.0% |
| 30D | +4.5% | +6.5% | -2.0% | +3.0% |
| 3M | -0.1% | +19.9% | -20.0% | -4.3% |
| 6M | +16.9% | -16.9% | +33.9% | +19.3% |
| YTD | +26.2% | -42.9% | +69.1% | +37.0% |
| 1Y | +40.5% | -30.4% | +70.9% | +46.2% |
| 3Y | +86.2% | -54.7% | +140.9% | +103.7% |
| 5Y | +45.5% | -81.8% | +127.3% | +77.1% |
| 10Y | +128.6% | +65.5% | +63.2% | +65.6% |
| All | +113.8% | +751.2% | -637.4% | +22.4% |
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