+23.6%
NEE vs EPAM
-32.1%
+55.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.0% |
| 30D | -0.2% | +18.4% | -18.6% | +1.0% |
| 3M | +0.5% | +19.2% | -18.7% | +2.3% |
| 6M | -6.5% | -21.0% | +14.4% | -7.4% |
| YTD | +6.7% | -43.7% | +50.4% | +4.4% |
| 1Y | +23.6% | -29.9% | +53.5% | +22.0% |
| All | +23.6% | -32.1% | +55.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling