-97.0%
FCEL vs EPAM
-75.7%
-21.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -31.6% | +42.3% | -74.0% | -37.2% |
| 3M | -52.4% | +60.7% | -113.1% | -57.7% |
| 6M | -51.4% | +80.5% | -131.9% | -59.4% |
| YTD | +32.4% | -20.4% | +52.8% | +38.5% |
| 1Y | +37.5% | -9.6% | +47.1% | +38.0% |
| 3Y | -69.3% | -30.5% | -38.8% | -67.9% |
| All | -97.0% | -75.7% | -21.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling