+42.4%
FCEL vs EPAM
-15.2%
+57.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -6.2% |
| 7D | -14.9% | +0.8% | -15.7% | -14.3% |
| 30D | -41.7% | +24.9% | -66.6% | -35.4% |
| 3M | -53.2% | +22.6% | -75.7% | -48.1% |
| 6M | -19.0% | +24.2% | -43.2% | +1.5% |
| YTD | +44.2% | -33.0% | +77.1% | +85.4% |
| 1Y | +42.4% | -13.3% | +55.7% | +85.6% |
| All | +42.4% | -15.2% | +57.6% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling