+125.3%
FROG vs EPAM
-81.9%
+207.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -2.6% |
| 7D | -11.3% | +2.0% | -13.2% | -11.8% |
| 30D | +3.6% | +6.5% | -2.9% | +1.1% |
| 3M | +1.7% | +19.9% | -18.3% | -5.6% |
| 6M | +123.5% | -16.9% | +140.5% | +133.2% |
| YTD | +40.2% | -42.9% | +83.1% | +63.6% |
| 1Y | +81.0% | -30.4% | +111.4% | +97.8% |
| 3Y | +194.8% | -54.7% | +249.5% | +258.6% |
| All | +125.3% | -81.9% | +207.1% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling