+179.9%
FROG vs EPAM
-78.1%
+258.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.6% |
| 7D | +27.1% | +9.1% | +18.1% | +21.4% |
| 30D | +5.8% | +38.5% | -32.7% | -6.6% |
| 3M | +20.8% | +61.0% | -40.1% | +1.4% |
| 6M | +53.3% | +58.0% | -4.7% | +27.5% |
| YTD | +73.2% | -23.5% | +96.7% | +80.1% |
| 1Y | +80.3% | -10.5% | +90.8% | +78.0% |
| 3Y | +318.3% | -33.8% | +352.2% | +343.1% |
| 5Y | +179.9% | -78.1% | +258.0% | +276.5% |
| All | +179.9% | -78.1% | +258.0% | +276.5% |
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 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