+29.0%
FCEL vs EPAM
-4.9%
+33.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.9% | +15.4% | +9.6% |
| 7D | -11.2% | +13.4% | -24.6% | -3.3% |
| 30D | -45.8% | +47.1% | -92.9% | -33.7% |
| 3M | -51.0% | +71.2% | -122.2% | -36.0% |
| 6M | -22.2% | +48.9% | -71.2% | +7.0% |
| YTD | +36.3% | -22.2% | +58.5% | +94.0% |
| 1Y | +29.0% | -5.2% | +34.2% | +69.8% |
| All | +29.0% | -4.9% | +33.9% | +69.8% |
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