+249.0%
NEM vs EPAM
-29.8%
+278.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.9% |
| 7D | -5.9% | -1.1% | -4.8% | -5.9% |
| 30D | -2.6% | +41.8% | -44.4% | -4.0% |
| 3M | -4.2% | +63.4% | -67.6% | -6.1% |
| 6M | -5.5% | +72.2% | -77.7% | -7.7% |
| YTD | +13.5% | -20.0% | +33.6% | +14.6% |
| 1Y | +22.2% | -9.0% | +31.2% | +22.7% |
| All | +249.0% | -29.8% | +278.7% | +232.0% |
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