-11.9%
NKE vs EPAM
+167.8%
-179.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.1% |
| 7D | +0.5% | +18.8% | -18.3% | -4.1% |
| 30D | +11.4% | +44.9% | -33.5% | +1.3% |
| 3M | -7.2% | +68.6% | -75.8% | -18.7% |
| 6M | -10.7% | +65.4% | -76.1% | -22.5% |
| YTD | -37.7% | -19.9% | -17.8% | -36.3% |
| 1Y | -34.3% | -10.0% | -24.3% | -34.8% |
| 3Y | -60.9% | -30.3% | -30.7% | -60.5% |
| 5Y | -74.8% | -75.7% | +0.9% | -68.6% |
| All | -11.9% | +167.8% | -179.7% | -46.0% |
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