-60.9%
NKE vs EPAM
-31.2%
-29.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.8% |
| 7D | +0.5% | +18.8% | -18.3% | -2.8% |
| 30D | +11.4% | +44.9% | -33.5% | +3.9% |
| 3M | -7.2% | +68.6% | -75.8% | -15.8% |
| 6M | -10.7% | +65.4% | -76.1% | -19.4% |
| YTD | -37.7% | -19.9% | -17.8% | -36.1% |
| 1Y | -34.3% | -10.0% | -24.3% | -34.2% |
| 3Y | -60.9% | -30.3% | -30.7% | -61.6% |
| All | -60.9% | -31.2% | -29.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling