+12.2%
FLR vs EPAM
+170.1%
-157.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.1% |
| 7D | -0.8% | +13.4% | -14.2% | -4.0% |
| 30D | -9.1% | +47.1% | -56.2% | -17.0% |
| 3M | -4.7% | +71.2% | -75.8% | -15.8% |
| 6M | -14.2% | +48.9% | -63.2% | -23.1% |
| YTD | +17.3% | -22.2% | +39.5% | +20.5% |
| 1Y | +4.3% | -5.2% | +9.4% | +2.0% |
| 3Y | +30.7% | -34.9% | +65.7% | +34.9% |
| 5Y | +101.3% | -77.4% | +178.7% | +160.7% |
| All | +12.2% | +170.1% | -157.9% | -36.2% |
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