-71.1%
FLNC vs EPAM
-82.6%
+11.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.2% |
| 7D | -4.2% | -2.2% | -2.0% | -3.6% |
| 30D | -20.0% | +17.8% | -37.8% | -24.4% |
| 3M | -56.9% | +19.9% | -76.8% | -60.3% |
| 6M | -35.5% | -21.6% | -13.9% | -31.6% |
| YTD | -48.8% | -44.0% | -4.8% | -39.4% |
| 1Y | +49.3% | -30.5% | +79.8% | +62.5% |
| 3Y | -61.8% | -56.8% | -5.0% | -52.6% |
| All | -71.1% | -82.6% | +11.5% | -56.7% |
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