-30.5%
EPAM vs NVMI
+38.3%
-68.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.6% |
| 7D | -2.2% | +6.9% | -9.1% | -1.5% |
| 30D | +17.8% | -2.8% | +20.6% | +17.6% |
| 3M | +19.9% | -27.3% | +47.2% | +16.7% |
| 6M | -21.6% | -13.7% | -7.9% | -25.6% |
| YTD | -44.0% | +13.8% | -57.9% | -48.8% |
| 1Y | -30.5% | +34.9% | -65.4% | -39.8% |
| All | -30.5% | +38.3% | -68.8% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling