+201.1%
FROG vs EPAM
-54.6%
+255.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -2.4% |
| 7D | -11.3% | +2.0% | -13.2% | -11.9% |
| 30D | +3.6% | +6.5% | -2.9% | +0.3% |
| 3M | +1.7% | +19.9% | -18.3% | -7.7% |
| 6M | +123.5% | -16.9% | +140.5% | +139.2% |
| YTD | +40.2% | -42.9% | +83.1% | +76.3% |
| 1Y | +81.0% | -30.4% | +111.4% | +105.3% |
| All | +201.1% | -54.6% | +255.7% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling