+59.8%
FROG vs EPAM
-51.1%
+110.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -8.9% | -5.6% |
| 7D | +17.0% | +18.8% | -1.8% | +8.8% |
| 30D | +1.3% | +44.9% | -43.7% | -12.0% |
| 3M | +17.5% | +68.6% | -51.1% | -3.0% |
| 6M | +46.8% | +65.4% | -18.6% | +20.1% |
| YTD | +65.8% | -19.9% | +85.7% | +69.8% |
| 1Y | +61.0% | -10.0% | +71.0% | +58.6% |
| 3Y | +296.7% | -30.3% | +327.0% | +313.4% |
| 5Y | +177.8% | -75.7% | +253.5% | +277.0% |
| All | +59.8% | -51.1% | +110.9% | +55.3% |
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 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