+72.7%
NEM vs EPAM
-32.1%
+104.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.8% |
| 7D | +0.3% | +2.0% | -1.7% | +0.3% |
| 30D | +23.1% | +6.5% | +16.6% | +22.6% |
| 3M | +18.5% | +19.9% | -1.4% | +18.4% |
| 6M | +7.8% | -16.9% | +24.7% | +8.6% |
| YTD | +29.1% | -42.9% | +72.0% | +30.3% |
| 1Y | +72.7% | -30.4% | +103.0% | +92.2% |
| All | +72.7% | -32.1% | +104.8% | +92.2% |
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