+136.1%
NI vs EPAM
+65.2%
+70.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | -1.7% | +18.4% | -20.0% | -3.3% |
| 3M | -8.0% | +19.2% | -27.2% | -10.1% |
| 6M | -8.6% | -21.0% | +12.3% | -7.0% |
| YTD | +2.3% | -43.7% | +46.1% | +7.4% |
| 1Y | +6.9% | -29.9% | +36.8% | +9.3% |
| 3Y | +70.6% | -56.5% | +127.1% | +80.4% |
| 5Y | +96.4% | -81.7% | +178.1% | +125.8% |
| 10Y | +136.1% | +64.5% | +71.6% | +73.8% |
| All | +136.1% | +65.2% | +70.9% | +73.8% |
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