+6.7%
NI vs EPAM
-32.1%
+38.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.7% |
| 7D | +2.0% | +2.0% | +0.1% | +2.1% |
| 30D | -3.5% | +6.5% | -10.1% | -3.1% |
| 3M | -9.1% | +19.9% | -29.1% | -8.3% |
| 6M | -11.8% | -16.9% | +5.1% | -11.8% |
| YTD | +1.1% | -42.9% | +44.0% | +1.2% |
| 1Y | +6.7% | -30.4% | +37.1% | +7.1% |
| All | +6.7% | -32.1% | +38.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling