+42.6%
FXI vs EPAM
-33.7%
+76.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | +5.7% | +13.4% | -7.7% | +4.2% |
| 30D | +4.6% | +47.1% | -42.5% | +0.4% |
| 3M | -2.8% | +71.2% | -74.0% | -8.1% |
| 6M | -6.1% | +48.9% | -55.0% | -10.4% |
| YTD | -8.0% | -22.2% | +14.2% | -5.6% |
| 1Y | -11.3% | -5.2% | -6.2% | -11.5% |
| 3Y | +42.6% | -34.9% | +77.6% | +38.9% |
| All | +42.6% | -33.7% | +76.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling