+61.6%
NBIX vs EPAM
-81.2%
+142.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.4% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | -0.2% | +17.6% | -17.7% | -1.3% |
| 3M | -4.0% | +27.1% | -31.1% | -5.8% |
| 6M | +20.6% | -17.0% | +37.5% | +21.6% |
| YTD | +10.1% | -42.4% | +52.6% | +13.6% |
| 1Y | +8.8% | -25.3% | +34.1% | +10.2% |
| 3Y | +42.5% | -55.7% | +98.2% | +46.5% |
| All | +61.6% | -81.2% | +142.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling