-44.7%
FRSH vs EPAM
-56.4%
+11.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.5% | -4.2% |
| 7D | -10.1% | -0.9% | -9.2% | -9.7% |
| 30D | +2.2% | +18.4% | -16.2% | -5.9% |
| 3M | +28.6% | +19.2% | +9.4% | +15.9% |
| 6M | +40.2% | -21.0% | +61.2% | +54.3% |
| YTD | -1.2% | -43.7% | +42.5% | +27.3% |
| 1Y | -7.9% | -29.9% | +22.0% | +6.1% |
| 3Y | -44.7% | -56.5% | +11.8% | -28.9% |
| All | -44.7% | -56.4% | +11.6% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling