+245.8%
FLR vs EPAM
-81.9%
+327.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.0% |
| 7D | +5.4% | +2.0% | +3.5% | +5.1% |
| 30D | +11.4% | +6.5% | +4.9% | +10.2% |
| 3M | +11.4% | +19.9% | -8.5% | +7.8% |
| 6M | +16.6% | -16.9% | +33.6% | +19.1% |
| YTD | +41.7% | -42.9% | +84.6% | +52.8% |
| 1Y | +35.4% | -30.4% | +65.8% | +40.9% |
| 3Y | +57.3% | -54.7% | +112.0% | +70.5% |
| All | +245.8% | -81.9% | +327.7% | +310.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling