+1,070.2%
EPAM vs NVMI
+3,763.7%
-2,693.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.7% |
| 7D | -1.1% | +16.9% | -18.0% | -6.2% |
| 30D | +41.8% | -4.3% | +46.1% | +41.9% |
| 3M | +63.4% | -19.3% | +82.6% | +70.3% |
| 6M | +72.2% | -33.6% | +105.8% | +81.9% |
| YTD | -20.0% | -0.2% | -19.8% | -29.2% |
| 1Y | -9.0% | +5.1% | -14.1% | -21.4% |
| 3Y | -30.4% | +193.2% | -223.6% | -66.4% |
| 5Y | -75.6% | +148.6% | -224.2% | -87.5% |
| 10Y | +161.2% | +2,542.3% | -2,381.1% | -45.3% |
| All | +1,070.2% | +3,763.7% | -2,693.5% | +119.0% |
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