+624.3%
FLEX vs EPAM
+167.8%
+456.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.3% | -3.7% |
| 7D | -13.6% | +18.8% | -32.4% | -18.2% |
| 30D | -36.5% | +44.9% | -81.5% | -43.1% |
| 3M | -36.4% | +68.6% | -105.0% | -45.7% |
| 6M | -46.5% | +65.4% | -111.9% | -55.4% |
| YTD | +25.9% | -19.9% | +45.8% | +27.9% |
| 1Y | +19.6% | -10.0% | +29.6% | +17.0% |
| 3Y | +287.0% | -30.3% | +317.3% | +289.6% |
| 5Y | +466.6% | -75.7% | +542.3% | +658.7% |
| All | +624.3% | +167.8% | +456.6% | +208.7% |
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 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