+291.3%
NEM vs EPAM
+65.2%
+226.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +3.9% | -0.9% | +4.7% | +3.9% |
| 30D | +12.7% | +18.4% | -5.6% | +11.4% |
| 3M | +28.7% | +19.2% | +9.4% | +26.7% |
| 6M | +9.8% | -21.0% | +30.7% | +11.2% |
| YTD | +28.1% | -43.7% | +71.8% | +32.7% |
| 1Y | +69.3% | -29.9% | +99.2% | +72.4% |
| 3Y | +247.7% | -56.5% | +304.2% | +262.3% |
| 5Y | +153.4% | -81.7% | +235.0% | +178.8% |
| 10Y | +291.3% | +64.5% | +226.8% | +293.4% |
| All | +291.3% | +65.2% | +226.1% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling