-51.1%
FLUT vs EPAM
-81.9%
+30.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | +7.7% | +6.5% | +1.2% | +6.1% |
| 3M | -0.7% | +19.9% | -20.6% | -4.9% |
| 6M | -11.2% | -16.9% | +5.8% | -8.9% |
| YTD | -53.4% | -42.9% | -10.6% | -49.1% |
| 1Y | -65.8% | -30.4% | -35.4% | -63.9% |
| 3Y | -44.9% | -54.7% | +9.8% | -39.2% |
| All | -51.1% | -81.9% | +30.8% | -44.6% |
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