+570.0%
NBIS vs EPAM
-18.2%
+588.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.7% | -9.9% | -5.5% |
| 7D | -11.6% | +18.8% | -30.4% | -12.7% |
| 30D | -39.4% | +44.9% | -84.3% | -42.2% |
| 3M | -27.2% | +68.6% | -95.8% | -33.2% |
| 6M | -24.3% | +65.4% | -89.7% | -30.5% |
| YTD | +60.1% | -19.9% | +80.0% | +104.6% |
| 1Y | +21.9% | -10.0% | +31.9% | +43.9% |
| All | +570.0% | -18.2% | +588.2% | +671.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling