+736.0%
EPAM vs NVMI
+4,288.0%
-3,552.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -4.1% |
| 7D | +2.0% | +6.6% | -4.6% | -0.2% |
| 30D | +6.5% | -7.5% | +14.1% | +9.0% |
| 3M | +19.9% | -28.5% | +48.4% | +28.6% |
| 6M | -16.9% | -15.7% | -1.2% | -18.4% |
| YTD | -42.9% | +13.3% | -56.2% | -50.3% |
| 1Y | -30.4% | +48.3% | -78.7% | -46.3% |
| 3Y | -54.7% | +191.2% | -246.0% | -77.3% |
| 5Y | -81.8% | +268.7% | -350.5% | -91.8% |
| 10Y | +65.5% | +3,034.8% | -2,969.3% | -66.5% |
| All | +736.0% | +4,288.0% | -3,552.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling