+63.3%
NLY vs EPAM
-57.1%
+120.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -3.6% | -4.5% | +0.8% | -3.1% |
| 30D | -4.9% | +14.6% | -19.6% | -6.6% |
| 3M | +6.2% | +23.1% | -16.9% | +2.7% |
| 6M | +4.5% | -19.5% | +23.9% | +7.3% |
| YTD | +5.1% | -44.1% | +49.3% | +13.4% |
| 1Y | +13.5% | -25.2% | +38.7% | +15.6% |
| All | +63.3% | -57.1% | +120.4% | +70.5% |
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