-84.3%
FRMI vs EPAM
-21.7%
-62.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +4.6% |
| 7D | +2.4% | +2.0% | +0.4% | +3.0% |
| 30D | -17.3% | +6.5% | -23.8% | -15.6% |
| 3M | -17.2% | +19.9% | -37.1% | -9.1% |
| 6M | -43.4% | -16.9% | -26.4% | -41.6% |
| YTD | -36.0% | -42.9% | +6.9% | -39.2% |
| All | -84.3% | -21.7% | -62.5% | -79.7% |
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