+55.9%
FROG vs EPAM
-52.5%
+108.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.9% | +39.2% | +36.4% |
| 7D | +7.0% | +13.4% | -6.4% | +0.8% |
| 30D | +2.9% | +47.1% | -44.2% | -11.0% |
| 3M | +21.6% | +71.2% | -49.6% | 0.0% |
| 6M | +87.7% | +48.9% | +38.7% | +58.3% |
| YTD | +61.7% | -22.2% | +83.9% | +67.2% |
| 1Y | +113.7% | -5.2% | +118.8% | +107.4% |
| 3Y | +267.7% | -34.9% | +302.7% | +291.4% |
| 5Y | +158.8% | -77.4% | +236.2% | +260.6% |
| All | +55.9% | -52.5% | +108.4% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling