-65.9%
FCEL vs EPAM
-54.6%
-11.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | -15.8% | +2.0% | -17.8% | -15.9% |
| 30D | -29.3% | +6.5% | -35.8% | -29.6% |
| 3M | -30.1% | +19.9% | -50.1% | -31.0% |
| 6M | +74.4% | -16.9% | +91.4% | +87.2% |
| YTD | +104.5% | -42.9% | +147.4% | +141.7% |
| 1Y | +281.4% | -30.4% | +311.7% | +319.7% |
| All | -65.9% | -54.6% | -11.2% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling