-42.4%
NIO vs EPAM
-15.3%
-27.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -13.0% | +2.0% | -15.0% | -13.7% |
| 30D | -18.3% | +6.5% | -24.8% | -20.6% |
| 3M | -33.2% | +19.9% | -53.1% | -38.5% |
| 6M | -21.5% | -16.9% | -4.6% | -18.6% |
| YTD | -25.5% | -42.9% | +17.4% | -13.5% |
| 1Y | -38.0% | -30.4% | -7.6% | -33.8% |
| 3Y | -65.5% | -54.7% | -10.7% | -58.8% |
| 5Y | -90.6% | -81.8% | -8.8% | -85.4% |
| All | -42.4% | -15.3% | -27.1% | -59.3% |
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