+605.7%
NI vs EPAM
+751.2%
-145.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | +2.0% | +2.0% | +0.1% | +1.8% |
| 30D | -3.5% | +6.5% | -10.1% | -4.3% |
| 3M | -9.1% | +19.9% | -29.1% | -11.1% |
| 6M | -11.8% | -16.9% | +5.1% | -10.9% |
| YTD | +1.1% | -42.9% | +44.0% | +5.6% |
| 1Y | +6.7% | -30.4% | +37.1% | +8.9% |
| 3Y | +71.1% | -54.7% | +125.8% | +79.4% |
| 5Y | +94.3% | -81.8% | +176.1% | +116.6% |
| 10Y | +135.8% | +65.5% | +70.3% | +94.9% |
| All | +605.7% | +751.2% | -145.5% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling