+663.2%
FLEX vs EPAM
-81.9%
+745.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | -0.9% | +2.0% | -2.8% | -1.2% |
| 30D | -10.1% | +6.5% | -16.7% | -11.3% |
| 3M | -31.3% | +19.9% | -51.3% | -34.0% |
| 6M | +71.3% | -16.9% | +88.2% | +75.3% |
| YTD | +81.2% | -42.9% | +124.1% | +98.6% |
| 1Y | +98.5% | -30.4% | +128.9% | +107.6% |
| 3Y | +428.2% | -54.7% | +483.0% | +485.6% |
| All | +663.2% | -81.9% | +745.1% | +787.9% |
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 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