+1,000.1%
FLEX vs EPAM
+65.3%
+934.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | -0.9% | +2.0% | -2.8% | -1.4% |
| 30D | -10.1% | +6.5% | -16.7% | -12.3% |
| 3M | -31.3% | +19.9% | -51.3% | -36.1% |
| 6M | +71.3% | -16.9% | +88.2% | +75.0% |
| YTD | +81.2% | -42.9% | +124.1% | +104.5% |
| 1Y | +98.5% | -30.4% | +128.9% | +108.9% |
| 3Y | +428.2% | -54.7% | +483.0% | +508.5% |
| 5Y | +657.3% | -81.8% | +739.1% | +986.1% |
| All | +1,000.1% | +65.3% | +934.8% | +463.7% |
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