+1,555.6%
NBIX vs EPAM
+738.6%
+817.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.0% | -0.9% | -0.2% | -0.9% |
| 30D | -5.1% | +18.4% | -23.4% | -8.4% |
| 3M | -4.9% | +19.2% | -24.1% | -9.3% |
| 6M | +21.1% | -21.0% | +42.0% | +25.3% |
| YTD | +9.4% | -43.7% | +53.1% | +20.5% |
| 1Y | +7.9% | -29.9% | +37.8% | +13.0% |
| 3Y | +42.0% | -56.5% | +98.5% | +58.4% |
| 5Y | +63.7% | -81.7% | +145.4% | +103.8% |
| 10Y | +207.2% | +64.5% | +142.7% | +64.8% |
| All | +1,555.6% | +738.6% | +817.0% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling