-68.5%
FLNC vs EPAM
-82.5%
+14.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.1% | +7.2% |
| 7D | +6.0% | -0.9% | +6.8% | +6.2% |
| 30D | -16.3% | +18.4% | -34.7% | -21.0% |
| 3M | -54.1% | +19.2% | -73.4% | -57.7% |
| 6M | -25.3% | -21.0% | -4.4% | -20.9% |
| YTD | -44.2% | -43.7% | -0.5% | -34.0% |
| 1Y | +53.1% | -29.9% | +83.0% | +66.1% |
| 3Y | -58.3% | -56.5% | -1.8% | -48.4% |
| All | -68.5% | -82.5% | +14.0% | -52.8% |
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