+103.1%
NLY vs EPAM
+751.2%
-648.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -1.0% | +2.0% | -2.9% | -1.3% |
| 30D | +0.6% | +6.5% | -5.9% | -0.5% |
| 3M | +10.8% | +19.9% | -9.1% | +7.3% |
| 6M | +6.2% | -16.9% | +23.1% | +8.0% |
| YTD | +9.0% | -42.9% | +51.9% | +16.1% |
| 1Y | +19.3% | -30.4% | +49.7% | +23.1% |
| 3Y | +67.7% | -54.7% | +122.5% | +80.2% |
| 5Y | +29.7% | -81.8% | +111.6% | +49.8% |
| 10Y | +81.0% | +65.5% | +15.6% | +66.6% |
| All | +103.1% | +751.2% | -648.1% | +80.7% |
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 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