-81.6%
EPAM vs NVMI
+277.6%
-359.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -0.9% | +11.7% | -12.6% | -3.6% |
| 30D | +18.4% | -4.0% | +22.4% | +19.1% |
| 3M | +19.2% | -25.8% | +45.0% | +25.0% |
| 6M | -21.0% | -8.3% | -12.6% | -24.9% |
| YTD | -43.7% | +14.8% | -58.6% | -51.2% |
| 1Y | -29.9% | +37.9% | -67.7% | -44.0% |
| 3Y | -56.5% | +216.3% | -272.8% | -81.5% |
| All | -81.6% | +277.6% | -359.2% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling