+12.2%
NEE vs EPAM
-81.9%
+94.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.6% |
| 7D | +1.9% | +2.0% | 0.0% | +1.8% |
| 30D | -2.2% | +6.5% | -8.7% | -2.5% |
| 3M | -1.2% | +19.9% | -21.1% | -2.2% |
| 6M | -8.6% | -16.9% | +8.4% | -7.8% |
| YTD | +6.2% | -42.9% | +49.1% | +9.3% |
| 1Y | +21.1% | -30.4% | +51.5% | +22.7% |
| 3Y | +36.4% | -54.7% | +91.1% | +40.3% |
| All | +12.2% | -81.9% | +94.1% | +22.7% |
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 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