-86.6%
FLNC vs EPAM
-75.2%
-11.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -11.2% | +2.4% | -13.6% | -12.0% |
| 30D | -24.6% | +42.3% | -67.0% | -34.2% |
| 3M | -64.6% | +60.7% | -125.3% | -70.5% |
| 6M | -78.8% | +80.5% | -159.3% | -83.3% |
| YTD | -76.3% | -20.4% | -56.0% | -75.6% |
| 1Y | -71.2% | -9.6% | -61.6% | -71.7% |
| 3Y | -71.9% | -30.5% | -41.4% | -71.1% |
| 5Y | -87.5% | -75.7% | -11.8% | -83.7% |
| All | -86.6% | -75.2% | -11.4% | -82.6% |
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 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