+15.2%
FROG vs EPAM
-50.6%
+65.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +20.6% | -34.2% | -19.6% |
| 7D | -24.5% | +23.0% | -47.5% | -30.4% |
| 30D | -24.3% | +51.6% | -75.8% | -34.8% |
| 3M | -11.7% | +50.8% | -62.5% | -24.4% |
| 6M | +37.1% | +51.1% | -14.0% | +15.7% |
| YTD | +19.5% | -19.1% | +38.6% | +22.6% |
| 1Y | +61.8% | +3.0% | +58.8% | +53.5% |
| 3Y | +178.1% | -31.2% | +209.3% | +192.2% |
| 5Y | +91.2% | -76.5% | +167.7% | +164.3% |
| All | +15.2% | -50.6% | +65.8% | +12.1% |
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