+205.1%
NBIX vs EPAM
+74.2%
+130.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.7% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | -0.2% | +17.6% | -17.7% | -3.0% |
| 3M | -4.0% | +27.1% | -31.1% | -8.7% |
| 6M | +20.6% | -17.0% | +37.5% | +23.1% |
| YTD | +10.1% | -42.4% | +52.6% | +19.2% |
| 1Y | +8.8% | -25.3% | +34.1% | +12.0% |
| 3Y | +42.5% | -55.7% | +98.2% | +55.9% |
| 5Y | +61.5% | -81.2% | +142.7% | +101.3% |
| All | +205.1% | +74.2% | +130.9% | +16.5% |
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