+20.0%
FLR vs EPAM
+65.2%
-45.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +0.7% | -0.9% | +1.5% | +0.9% |
| 30D | -0.7% | +18.4% | -19.0% | -4.3% |
| 3M | +14.3% | +19.2% | -4.9% | +8.7% |
| 6M | +25.6% | -21.0% | +46.5% | +30.4% |
| YTD | +42.9% | -43.7% | +86.6% | +58.9% |
| 1Y | +38.7% | -29.9% | +68.6% | +45.7% |
| 3Y | +61.8% | -56.5% | +118.3% | +84.0% |
| 5Y | +254.1% | -81.7% | +335.8% | +372.5% |
| 10Y | +20.0% | +64.5% | -44.5% | -28.1% |
| All | +20.0% | +65.2% | -45.2% | -28.1% |
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