-74.6%
FRSH vs EPAM
-73.6%
-1.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -8.9% | +18.5% | -27.4% | -16.5% |
| 30D | -13.2% | +44.0% | -57.3% | -27.0% |
| 3M | +0.9% | +63.0% | -62.1% | -19.6% |
| 6M | +40.3% | +67.3% | -27.0% | +9.1% |
| YTD | -1.4% | -20.5% | +19.1% | +4.2% |
| 1Y | +3.8% | -9.6% | +13.4% | +3.9% |
| 3Y | -30.8% | -30.8% | 0.0% | -26.4% |
| 5Y | -68.5% | -75.6% | +7.1% | -49.3% |
| All | -74.6% | -73.6% | -1.0% | -60.4% |
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