+191.9%
NI vs EPAM
+158.4%
+33.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.1% | -1.1% | +4.2% | +3.2% |
| 30D | +11.2% | +41.8% | -30.7% | +7.3% |
| 3M | +9.8% | +63.4% | -53.5% | +4.4% |
| 6M | -1.6% | +72.2% | -73.8% | -7.5% |
| YTD | +12.6% | -20.0% | +32.7% | +14.0% |
| 1Y | +7.8% | -9.0% | +16.8% | +7.5% |
| 3Y | +100.5% | -30.4% | +130.9% | +101.8% |
| 5Y | +114.4% | -75.6% | +190.0% | +142.5% |
| All | +191.9% | +158.4% | +33.4% | +100.4% |
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