+19.1%
FXI vs EPAM
+170.1%
-151.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.8% |
| 7D | +5.7% | +13.4% | -7.7% | +2.6% |
| 30D | +4.6% | +47.1% | -42.5% | -3.8% |
| 3M | -2.8% | +71.2% | -74.0% | -13.5% |
| 6M | -6.1% | +48.9% | -55.0% | -15.1% |
| YTD | -8.0% | -22.2% | +14.2% | -5.7% |
| 1Y | -11.3% | -5.2% | -6.2% | -13.1% |
| 3Y | +42.6% | -34.9% | +77.6% | +45.8% |
| 5Y | -0.1% | -77.4% | +77.3% | +22.1% |
| All | +19.1% | +170.1% | -151.1% | -28.0% |
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