+657.9%
NI vs EPAM
+1,058.6%
-400.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -0.9% | +13.4% | -14.3% | -2.2% |
| 30D | +9.6% | +47.1% | -37.4% | +5.6% |
| 3M | +2.5% | +71.2% | -68.7% | -2.8% |
| 6M | -5.8% | +48.9% | -54.7% | -10.0% |
| YTD | +8.6% | -22.2% | +30.8% | +9.9% |
| 1Y | +6.0% | -5.2% | +11.1% | +5.0% |
| 3Y | +91.0% | -34.9% | +126.0% | +93.2% |
| 5Y | +104.8% | -77.4% | +182.2% | +124.8% |
| 10Y | +176.7% | +158.1% | +18.6% | +119.4% |
| All | +657.9% | +1,058.6% | -400.7% | +466.3% |
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