-82.4%
FRMI vs EPAM
-22.9%
-59.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +11.1% |
| 7D | +23.3% | -0.9% | +24.2% | +23.1% |
| 30D | -7.6% | +18.4% | -26.0% | -2.5% |
| 3M | +0.2% | +19.2% | -19.0% | +9.6% |
| 6M | -28.7% | -21.0% | -7.8% | -27.3% |
| YTD | -28.6% | -43.7% | +15.1% | -32.4% |
| All | -82.4% | -22.9% | -59.6% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling