+77.9%
NKE vs EPAM
+751.2%
-673.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -2.0% | +2.0% | -4.0% | -2.4% |
| 30D | -8.6% | +6.5% | -15.1% | -10.1% |
| 3M | -11.0% | +19.9% | -31.0% | -15.3% |
| 6M | -33.2% | -16.9% | -16.3% | -31.4% |
| YTD | -38.1% | -42.9% | +4.7% | -31.8% |
| 1Y | -47.4% | -30.4% | -17.0% | -44.6% |
| 3Y | -59.8% | -54.7% | -5.0% | -55.1% |
| 5Y | -74.2% | -81.8% | +7.6% | -67.6% |
| 10Y | -23.5% | +65.5% | -88.9% | -39.9% |
| All | +77.9% | +751.2% | -673.3% | +21.4% |
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 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