-99.0%
FCEL vs EPAM
+165.6%
-264.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.8% |
| 7D | +3.9% | +18.5% | -14.6% | -3.7% |
| 30D | -33.1% | +44.0% | -77.1% | -42.3% |
| 3M | -43.0% | +63.0% | -106.0% | -53.5% |
| 6M | -31.3% | +67.3% | -98.6% | -47.4% |
| YTD | +49.8% | -20.5% | +70.3% | +51.0% |
| 1Y | +48.2% | -9.6% | +57.8% | +41.2% |
| 3Y | -64.6% | -30.8% | -33.7% | -64.7% |
| 5Y | -96.7% | -75.6% | -21.1% | -94.9% |
| 10Y | -99.0% | +159.6% | -258.6% | -99.6% |
| All | -99.0% | +165.6% | -264.6% | -99.6% |
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 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