+386.0%
FLEX vs EPAM
-77.2%
+463.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +20.6% | -34.2% | -15.9% |
| 7D | -28.3% | +23.0% | -51.3% | -30.5% |
| 30D | -45.0% | +51.6% | -96.6% | -48.4% |
| 3M | -45.2% | +50.8% | -96.1% | -48.8% |
| 6M | -30.8% | +51.1% | -81.9% | -36.0% |
| YTD | +10.4% | -19.1% | +29.6% | +14.7% |
| 1Y | +2.3% | +3.0% | -0.7% | +0.6% |
| 3Y | +238.9% | -31.2% | +270.0% | +251.2% |
| 5Y | +386.0% | -76.5% | +462.5% | +469.8% |
| All | +386.0% | -77.2% | +463.2% | +469.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling