+11.0%
FLR vs EPAM
+163.7%
-152.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.8% | +8.6% |
| 7D | +8.5% | +9.1% | -0.5% | +5.8% |
| 30D | -0.7% | +38.5% | -39.2% | -8.2% |
| 3M | -11.7% | +61.0% | -72.7% | -21.1% |
| 6M | +16.2% | +58.0% | -41.8% | +2.5% |
| YTD | +27.0% | -23.5% | +50.5% | +30.8% |
| 1Y | +10.1% | -10.5% | +20.6% | +9.2% |
| 3Y | +46.2% | -33.8% | +80.0% | +50.2% |
| 5Y | +121.4% | -78.1% | +199.6% | +189.5% |
| 10Y | +11.0% | +157.7% | -146.7% | -37.1% |
| All | +11.0% | +163.7% | -152.7% | -37.1% |
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