+25.0%
FLEX vs EPAM
-15.2%
+40.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.5% |
| 7D | -17.0% | +0.8% | -17.8% | -16.6% |
| 30D | -33.8% | +24.9% | -58.8% | -29.3% |
| 3M | -39.0% | +22.6% | -61.6% | -34.6% |
| 6M | -15.9% | +24.2% | -40.1% | -3.6% |
| YTD | +27.8% | -33.0% | +60.8% | +47.1% |
| 1Y | +25.0% | -13.3% | +38.3% | +30.7% |
| All | +25.0% | -15.2% | +40.2% | +30.7% |
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