+75.3%
FROG vs EPAM
-51.4%
+126.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +12.5% | +2.4% | +10.1% | +11.6% |
| 30D | +23.5% | +42.3% | -18.8% | +8.0% |
| 3M | +19.4% | +60.7% | -41.3% | +0.1% |
| 6M | +77.0% | +80.5% | -3.5% | +40.6% |
| YTD | +81.9% | -20.4% | +102.2% | +86.6% |
| 1Y | +90.7% | -9.6% | +100.3% | +87.4% |
| 3Y | +328.5% | -30.5% | +359.0% | +346.9% |
| 5Y | +207.0% | -75.7% | +282.7% | +316.4% |
| All | +75.3% | -51.4% | +126.7% | +70.7% |
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