-67.5%
FCEL vs EPAM
-29.8%
-37.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.3% |
| 7D | +14.8% | -1.1% | +15.9% | +14.8% |
| 30D | -33.9% | +41.8% | -75.7% | -32.6% |
| 3M | -52.7% | +63.4% | -116.1% | -51.9% |
| 6M | -40.0% | +72.2% | -112.2% | -39.4% |
| YTD | +40.2% | -20.0% | +60.3% | +66.6% |
| 1Y | +32.9% | -9.0% | +42.0% | +52.3% |
| All | -67.5% | -29.8% | -37.7% | -73.1% |
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