+27.3%
FXI vs EPAM
+751.2%
-723.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | +1.0% | +2.0% | -0.9% | +0.6% |
| 30D | -0.6% | +6.5% | -7.1% | -2.2% |
| 3M | +1.9% | +19.9% | -18.0% | -2.6% |
| 6M | -0.2% | -16.9% | +16.8% | +2.1% |
| YTD | -5.6% | -42.9% | +37.3% | +3.2% |
| 1Y | -4.7% | -30.4% | +25.7% | -0.4% |
| 3Y | +38.0% | -54.7% | +92.8% | +52.0% |
| 5Y | -2.7% | -81.8% | +79.1% | +19.1% |
| 10Y | +19.9% | +65.5% | -45.5% | -12.0% |
| All | +27.3% | +751.2% | -723.9% | -24.3% |
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