-9.6%
EPAM vs NVMI
+2.8%
-12.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -1.0% |
| 7D | +2.4% | +1.5% | +0.9% | +2.8% |
| 30D | +42.3% | -4.1% | +46.4% | +42.7% |
| 3M | +60.7% | -22.8% | +83.4% | +57.1% |
| 6M | +80.5% | -36.9% | +117.4% | +71.2% |
| YTD | -20.4% | -3.2% | -17.2% | -29.3% |
| 1Y | -9.6% | +7.1% | -16.7% | -21.6% |
| All | -9.6% | +2.8% | -12.4% | -21.6% |
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