+565.2%
FLEX vs EPAM
+170.1%
+395.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.4% | +5.4% |
| 7D | -19.3% | +13.4% | -32.7% | -22.7% |
| 30D | -41.5% | +47.1% | -88.6% | -47.9% |
| 3M | -43.1% | +71.2% | -114.3% | -51.6% |
| 6M | -48.2% | +48.9% | -97.1% | -55.5% |
| YTD | +15.5% | -22.2% | +37.7% | +18.2% |
| 1Y | +10.2% | -5.2% | +15.4% | +5.7% |
| 3Y | +256.8% | -34.9% | +291.8% | +266.8% |
| 5Y | +408.2% | -77.4% | +485.6% | +601.1% |
| All | +565.2% | +170.1% | +395.1% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling