+12.7%
NLY vs EPAM
-24.0%
+36.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.5% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | -5.2% | +17.6% | -22.8% | -5.7% |
| 3M | +2.8% | +27.1% | -24.3% | +2.0% |
| 6M | +4.2% | -17.0% | +21.2% | +4.4% |
| YTD | +4.7% | -42.4% | +47.1% | +5.3% |
| 1Y | +12.7% | -25.3% | +38.0% | +9.7% |
| All | +12.7% | -24.0% | +36.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling