+159.6%
EPAM vs NVMI
+2,662.5%
-2,503.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -2.1% |
| 7D | +18.5% | +15.3% | +3.2% | +12.8% |
| 30D | +44.0% | +0.1% | +44.0% | +42.4% |
| 3M | +63.0% | -14.0% | +77.0% | +66.7% |
| 6M | +67.3% | -35.2% | +102.5% | +78.8% |
| YTD | -20.5% | +3.7% | -24.3% | -30.8% |
| 1Y | -9.6% | +10.3% | -19.9% | -23.5% |
| 3Y | -30.8% | +204.8% | -235.6% | -68.5% |
| 5Y | -75.6% | +158.9% | -234.5% | -88.2% |
| 10Y | +159.6% | +2,646.9% | -2,487.4% | -42.2% |
| All | +159.6% | +2,662.5% | -2,503.0% | -42.2% |
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