+1,175.9%
FLEX vs EPAM
+1,105.1%
+70.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +20.6% | -34.2% | -18.2% |
| 7D | -28.3% | +23.0% | -51.3% | -32.5% |
| 30D | -45.0% | +51.6% | -96.6% | -51.0% |
| 3M | -45.2% | +50.8% | -96.1% | -51.6% |
| 6M | -30.8% | +51.1% | -81.9% | -40.3% |
| YTD | +10.4% | -19.1% | +29.6% | +11.1% |
| 1Y | +2.3% | +3.0% | -0.7% | -4.2% |
| 3Y | +238.9% | -31.2% | +270.0% | +241.3% |
| 5Y | +386.0% | -76.5% | +462.5% | +506.3% |
| 10Y | +551.1% | +168.4% | +382.7% | +298.3% |
| All | +1,175.9% | +1,105.1% | +70.9% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling