-94.9%
FRMI vs EPAM
+4.9%
-99.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.2% |
| 7D | -24.7% | +9.1% | -33.8% | -20.9% |
| 30D | -51.6% | +38.5% | -90.1% | -45.4% |
| 3M | -73.1% | +61.0% | -134.1% | -68.1% |
| 6M | -68.3% | +58.0% | -126.3% | -60.8% |
| YTD | -79.3% | -23.5% | -55.8% | -77.9% |
| 1Y | -93.2% | -10.5% | -82.6% | -91.8% |
| All | -94.9% | +4.9% | -99.8% | -92.6% |
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