+192.3%
NI vs EPAM
+165.6%
+26.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +0.6% | +18.5% | -18.0% | -1.2% |
| 30D | +11.2% | +44.0% | -32.8% | +7.2% |
| 3M | +9.2% | +63.0% | -53.8% | +3.8% |
| 6M | -1.8% | +67.3% | -69.1% | -7.5% |
| YTD | +12.0% | -20.5% | +32.5% | +13.4% |
| 1Y | +6.4% | -9.6% | +16.1% | +6.2% |
| 3Y | +99.4% | -30.8% | +130.2% | +100.7% |
| 5Y | +113.1% | -75.6% | +188.7% | +140.9% |
| 10Y | +192.3% | +159.6% | +32.7% | +101.9% |
| All | +192.3% | +165.6% | +26.7% | +101.9% |
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