-93.7%
FRMI vs EPAM
+9.6%
-103.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.6% | +13.2% | +14.0% |
| 7D | +34.6% | -1.1% | +35.8% | +34.5% |
| 30D | -44.6% | +41.8% | -86.5% | -36.8% |
| 3M | -72.9% | +63.4% | -136.3% | -67.5% |
| 6M | -62.3% | +72.2% | -134.5% | -52.2% |
| YTD | -74.3% | -20.0% | -54.2% | -72.1% |
| 1Y | -90.5% | -9.0% | -81.5% | -88.7% |
| All | -93.7% | +9.6% | -103.2% | -90.7% |
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 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