+238.2%
NEM vs EPAM
-33.7%
+271.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.2% |
| 7D | +13.4% | +13.4% | 0.0% | +12.8% |
| 30D | +6.5% | +47.1% | -40.6% | +4.7% |
| 3M | +14.9% | +71.2% | -56.3% | +12.5% |
| 6M | +5.5% | +48.9% | -43.4% | +3.6% |
| YTD | +21.9% | -22.2% | +44.1% | +23.1% |
| 1Y | +47.9% | -5.2% | +53.1% | +48.4% |
| 3Y | +238.2% | -34.9% | +273.1% | +222.3% |
| All | +238.2% | -33.7% | +271.9% | +222.3% |
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