-20.4%
NKE vs EPAM
+63.9%
-84.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | -7.7% | +18.4% | -26.0% | -11.3% |
| 3M | -10.9% | +19.2% | -30.2% | -15.5% |
| 6M | -31.9% | -21.0% | -10.9% | -28.9% |
| YTD | -38.6% | -43.7% | +5.1% | -31.2% |
| 1Y | -46.9% | -29.9% | -17.0% | -43.9% |
| 3Y | -58.2% | -56.5% | -1.6% | -52.3% |
| 5Y | -74.0% | -81.7% | +7.7% | -65.5% |
| All | -20.4% | +63.9% | -84.3% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling