+69.3%
NEM vs EPAM
-32.1%
+101.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +3.9% | -0.9% | +4.7% | +3.9% |
| 30D | +12.7% | +18.4% | -5.6% | +12.7% |
| 3M | +28.7% | +19.2% | +9.4% | +28.6% |
| 6M | +9.8% | -21.0% | +30.7% | +10.7% |
| YTD | +28.1% | -43.7% | +71.8% | +29.0% |
| 1Y | +69.3% | -29.9% | +99.2% | +89.1% |
| All | +69.3% | -32.1% | +101.5% | +89.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling