-11.3%
FXI vs EPAM
-4.9%
-6.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | +5.7% | +13.4% | -7.7% | +5.0% |
| 30D | +4.6% | +47.1% | -42.5% | +2.8% |
| 3M | -2.8% | +71.2% | -74.0% | -4.9% |
| 6M | -6.1% | +48.9% | -55.0% | -7.9% |
| YTD | -8.0% | -22.2% | +14.2% | -6.7% |
| 1Y | -11.3% | -5.2% | -6.2% | -14.5% |
| All | -11.3% | -4.9% | -6.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling