+245.4%
NEE vs EPAM
+65.2%
+180.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -0.2% | +18.4% | -18.6% | -2.1% |
| 3M | +0.5% | +19.2% | -18.7% | -1.9% |
| 6M | -6.5% | -21.0% | +14.4% | -4.7% |
| YTD | +6.7% | -43.7% | +50.4% | +12.6% |
| 1Y | +23.6% | -29.9% | +53.5% | +26.5% |
| 3Y | +37.1% | -56.5% | +93.7% | +45.8% |
| 5Y | +10.9% | -81.7% | +92.6% | +31.4% |
| 10Y | +245.4% | +64.5% | +180.8% | +186.7% |
| All | +245.4% | +65.2% | +180.1% | +186.7% |
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