-8.7%
FRSH vs EPAM
-29.6%
+20.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -11.2% | -4.5% | -6.7% | -9.1% |
| 30D | -0.8% | +14.6% | -15.5% | -7.1% |
| 3M | +26.4% | +23.1% | +3.3% | +11.6% |
| 6M | +48.4% | -19.5% | +67.8% | +61.1% |
| YTD | -3.1% | -44.1% | +41.0% | +26.3% |
| 1Y | -8.7% | -25.2% | +16.5% | +5.8% |
| All | -8.7% | -29.6% | +20.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling