+167.4%
FROG vs EPAM
-77.4%
+244.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.9% | +39.2% | +36.4% |
| 7D | +7.0% | +13.4% | -6.4% | +0.9% |
| 30D | +2.9% | +47.1% | -44.2% | -10.9% |
| 3M | +21.6% | +71.2% | -49.6% | +0.2% |
| 6M | +87.7% | +48.9% | +38.7% | +58.6% |
| YTD | +61.7% | -22.2% | +83.9% | +67.4% |
| 1Y | +113.7% | -5.2% | +118.8% | +107.6% |
| 3Y | +267.7% | -34.9% | +302.7% | +291.5% |
| All | +167.4% | -77.4% | +244.8% | +271.6% |
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