+26.9%
NLY vs EPAM
-82.0%
+108.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -3.6% | -4.5% | +0.8% | -3.0% |
| 30D | -4.9% | +14.6% | -19.6% | -6.8% |
| 3M | +6.2% | +23.1% | -16.9% | +2.4% |
| 6M | +4.5% | -19.5% | +23.9% | +6.9% |
| YTD | +5.1% | -44.1% | +49.3% | +12.7% |
| 1Y | +13.5% | -25.2% | +38.7% | +15.9% |
| 3Y | +65.6% | -56.8% | +122.4% | +79.4% |
| 5Y | +26.9% | -81.7% | +108.6% | +44.8% |
| All | +26.9% | -82.0% | +108.9% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling