-90.6%
NIO vs EPAM
-81.9%
-8.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | -13.0% | +2.0% | -15.0% | -13.6% |
| 30D | -18.3% | +6.5% | -24.8% | -20.3% |
| 3M | -33.2% | +19.9% | -53.1% | -37.8% |
| 6M | -21.5% | -16.9% | -4.6% | -18.7% |
| YTD | -25.5% | -42.9% | +17.4% | -14.5% |
| 1Y | -38.0% | -30.4% | -7.6% | -34.2% |
| 3Y | -65.5% | -54.7% | -10.7% | -59.3% |
| All | -90.6% | -81.9% | -8.8% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling