+68.4%
EPAM vs NVMI
+3,062.9%
-2,994.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -2.2% | +6.9% | -9.1% | -4.3% |
| 30D | +17.8% | -2.8% | +20.6% | +18.3% |
| 3M | +19.9% | -27.3% | +47.2% | +28.3% |
| 6M | -21.6% | -13.7% | -7.9% | -23.7% |
| YTD | -44.0% | +13.8% | -57.9% | -51.7% |
| 1Y | -30.5% | +34.9% | -65.4% | -44.8% |
| 3Y | -56.8% | +213.5% | -270.3% | -79.9% |
| 5Y | -81.7% | +272.5% | -354.2% | -92.2% |
| 10Y | +68.4% | +3,142.4% | -3,074.0% | -65.1% |
| All | +68.4% | +3,062.9% | -2,994.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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