+77.9%
NLY vs EPAM
+74.2%
+3.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.0% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -5.2% | +17.6% | -22.8% | -7.9% |
| 3M | +2.8% | +27.1% | -24.3% | -2.2% |
| 6M | +4.2% | -17.0% | +21.2% | +6.5% |
| YTD | +4.7% | -42.4% | +47.1% | +13.2% |
| 1Y | +12.7% | -25.3% | +38.0% | +15.7% |
| 3Y | +62.5% | -55.7% | +118.3% | +78.6% |
| 5Y | +26.3% | -81.2% | +107.5% | +54.3% |
| All | +77.9% | +74.2% | +3.7% | +41.3% |
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 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