+178.1%
NI vs EPAM
+163.7%
+14.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.2% |
| 7D | +0.4% | +9.1% | -8.6% | -0.6% |
| 30D | +11.3% | +38.5% | -27.2% | +7.7% |
| 3M | +6.5% | +61.0% | -54.5% | +1.4% |
| 6M | -2.3% | +58.0% | -60.3% | -7.4% |
| YTD | +10.8% | -23.5% | +34.3% | +12.6% |
| 1Y | +6.2% | -10.5% | +16.8% | +6.0% |
| 3Y | +98.7% | -33.8% | +132.5% | +100.9% |
| 5Y | +111.3% | -78.1% | +189.5% | +143.6% |
| 10Y | +178.1% | +157.7% | +20.4% | +95.2% |
| All | +178.1% | +163.7% | +14.4% | +95.2% |
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