-93.2%
FRMI vs EPAM
-15.2%
-78.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -10.7% |
| 7D | -39.7% | +0.8% | -40.6% | -39.5% |
| 30D | -55.2% | +24.9% | -80.1% | -52.5% |
| 3M | -71.2% | +22.6% | -93.7% | -69.6% |
| 6M | -64.1% | +24.2% | -88.3% | -59.5% |
| YTD | -77.2% | -33.0% | -44.3% | -75.9% |
| 1Y | -93.2% | -13.3% | -79.9% | -93.3% |
| All | -93.2% | -15.2% | -78.0% | -93.3% |
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 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