+20.1%
FXI vs EPAM
+163.7%
-143.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +4.4% | +9.1% | -4.7% | +2.1% |
| 30D | +1.2% | +38.5% | -37.3% | -5.7% |
| 3M | -4.2% | +61.0% | -65.1% | -13.7% |
| 6M | -6.2% | +58.0% | -64.3% | -16.3% |
| YTD | -8.8% | -23.5% | +14.7% | -6.2% |
| 1Y | -11.6% | -10.5% | -1.1% | -12.2% |
| 3Y | +45.1% | -33.8% | +79.0% | +47.6% |
| 5Y | -1.2% | -78.1% | +76.9% | +21.7% |
| 10Y | +20.1% | +157.7% | -137.7% | -27.1% |
| All | +20.1% | +163.7% | -143.6% | -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