+75.0%
NKE vs EPAM
+1,091.5%
-1,016.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -4.6% | -1.1% | -3.4% | -4.4% |
| 30D | +6.9% | +41.8% | -35.0% | -1.4% |
| 3M | -5.8% | +63.4% | -69.2% | -15.8% |
| 6M | -9.1% | +72.2% | -81.3% | -20.6% |
| YTD | -39.2% | -20.0% | -19.1% | -38.0% |
| 1Y | -39.2% | -9.0% | -30.2% | -39.9% |
| 3Y | -61.8% | -30.4% | -31.5% | -61.4% |
| 5Y | -75.5% | -75.6% | +0.1% | -71.2% |
| 10Y | -14.0% | +161.2% | -175.1% | -38.6% |
| All | +75.0% | +1,091.5% | -1,016.5% | +10.3% |
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