+54.3%
FLR vs EPAM
-54.6%
+108.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.9% |
| 7D | +5.4% | +2.0% | +3.5% | +5.1% |
| 30D | +11.4% | +6.5% | +4.9% | +9.9% |
| 3M | +11.4% | +19.9% | -8.5% | +7.4% |
| 6M | +16.6% | -16.9% | +33.6% | +21.3% |
| YTD | +41.7% | -42.9% | +84.6% | +60.0% |
| 1Y | +35.4% | -30.4% | +65.8% | +44.2% |
| All | +54.3% | -54.6% | +108.9% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling