+176.7%
NEM vs EPAM
+1,058.6%
-881.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.2% |
| 7D | +13.4% | +13.4% | 0.0% | +12.5% |
| 30D | +6.5% | +47.1% | -40.6% | +4.1% |
| 3M | +14.9% | +71.2% | -56.3% | +11.4% |
| 6M | +5.5% | +48.9% | -43.4% | +2.7% |
| YTD | +21.9% | -22.2% | +44.1% | +22.8% |
| 1Y | +47.9% | -5.2% | +53.1% | +47.3% |
| 3Y | +238.2% | -34.9% | +273.1% | +240.6% |
| 5Y | +146.2% | -77.4% | +223.6% | +158.7% |
| 10Y | +309.3% | +158.1% | +151.2% | +291.5% |
| All | +176.7% | +1,058.6% | -881.9% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling