-70.4%
FLNC vs EPAM
-82.2%
+11.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +2.3% |
| 7D | -4.9% | +2.0% | -6.8% | -5.5% |
| 30D | -27.3% | +6.5% | -33.8% | -29.1% |
| 3M | -61.9% | +19.9% | -81.8% | -64.9% |
| 6M | -34.5% | -16.9% | -17.6% | -31.9% |
| YTD | -47.7% | -42.9% | -4.8% | -38.4% |
| 1Y | +53.3% | -30.4% | +83.7% | +67.1% |
| 3Y | -62.4% | -54.7% | -7.7% | -54.1% |
| All | -70.4% | -82.2% | +11.8% | -56.0% |
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