+113.7%
FROG vs EPAM
-4.9%
+118.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.9% | +39.2% | +35.6% |
| 7D | +7.0% | +13.4% | -6.4% | +4.5% |
| 30D | +2.9% | +47.1% | -44.2% | -6.7% |
| 3M | +21.6% | +71.2% | -49.6% | +6.0% |
| 6M | +87.7% | +48.9% | +38.7% | +68.7% |
| YTD | +61.7% | -22.2% | +83.9% | +87.8% |
| 1Y | +113.7% | -5.2% | +118.8% | +35.3% |
| All | +113.7% | -4.9% | +118.6% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling