-99.2%
FCEL vs EPAM
+66.7%
-165.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | -15.8% | +2.0% | -17.8% | -16.5% |
| 30D | -29.3% | +6.5% | -35.8% | -31.5% |
| 3M | -30.1% | +19.9% | -50.1% | -37.2% |
| 6M | +74.4% | -16.9% | +91.4% | +77.8% |
| YTD | +104.5% | -42.9% | +147.4% | +138.4% |
| 1Y | +281.4% | -30.4% | +311.7% | +305.8% |
| 3Y | -66.1% | -54.7% | -11.4% | -59.1% |
| 5Y | -91.9% | -81.8% | -10.0% | -85.8% |
| All | -99.2% | +66.7% | -165.9% | -99.7% |
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