-92.4%
NIO vs EPAM
-77.2%
-15.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.7% | -8.7% |
| 7D | -3.6% | +23.0% | -26.6% | -9.8% |
| 30D | -8.0% | +51.6% | -59.6% | -19.2% |
| 3M | -31.2% | +50.8% | -82.0% | -40.0% |
| 6M | -45.8% | +51.1% | -96.9% | -53.4% |
| YTD | -37.3% | -19.1% | -18.1% | -35.7% |
| 1Y | -56.1% | +3.0% | -59.1% | -58.9% |
| 3Y | -61.1% | -31.2% | -30.0% | -60.2% |
| 5Y | -92.4% | -76.5% | -15.9% | -90.5% |
| All | -92.4% | -77.2% | -15.3% | -90.5% |
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