-73.2%
FRSH vs EPAM
-81.0%
+7.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -3.7% |
| 7D | -8.2% | +2.0% | -10.1% | -8.9% |
| 30D | +10.5% | +6.5% | +4.0% | +6.6% |
| 3M | +32.7% | +19.9% | +12.8% | +21.1% |
| 6M | +50.3% | -16.9% | +67.2% | +60.2% |
| YTD | +3.9% | -42.9% | +46.8% | +28.8% |
| 1Y | -2.2% | -30.4% | +28.2% | +11.1% |
| 3Y | -42.9% | -54.7% | +11.8% | -26.2% |
| All | -73.2% | -81.0% | +7.8% | -51.0% |
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