-59.8%
NIO vs EPAM
-31.1%
-28.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.7% | -5.4% |
| 7D | -3.6% | +23.0% | -26.6% | -6.2% |
| 30D | -8.0% | +51.6% | -59.6% | -13.1% |
| 3M | -31.2% | +50.8% | -82.0% | -35.2% |
| 6M | -45.8% | +51.1% | -96.9% | -49.0% |
| YTD | -37.3% | -19.1% | -18.1% | -34.3% |
| 1Y | -56.1% | +3.0% | -59.1% | -57.1% |
| All | -59.8% | -31.1% | -28.8% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling