+61.0%
NEE vs EPAM
-33.7%
+94.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | +3.9% | +13.4% | -9.5% | +3.7% |
| 30D | +12.8% | +47.1% | -34.2% | +12.4% |
| 3M | +3.6% | +71.2% | -67.6% | +3.1% |
| 6M | -7.5% | +48.9% | -56.4% | -7.6% |
| YTD | +10.7% | -22.2% | +32.9% | +12.7% |
| 1Y | +9.1% | -5.2% | +14.3% | +9.7% |
| 3Y | +61.0% | -34.9% | +95.9% | +48.8% |
| All | +61.0% | -33.7% | +94.7% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling