+63.2%
NLY vs EPAM
+1,086.5%
-1,023.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.9% | +2.4% | -8.3% | -6.2% |
| 30D | -2.8% | +42.3% | -45.1% | -7.8% |
| 3M | -21.6% | +60.7% | -82.3% | -27.0% |
| 6M | -14.5% | +80.5% | -95.0% | -22.3% |
| YTD | -12.4% | -20.4% | +8.0% | -11.3% |
| 1Y | -7.3% | -9.6% | +2.3% | -7.9% |
| 3Y | +54.8% | -30.5% | +85.3% | +55.9% |
| 5Y | +2.4% | -75.7% | +78.0% | +13.2% |
| 10Y | +53.2% | +160.1% | -106.9% | +33.3% |
| All | +63.2% | +1,086.5% | -1,023.4% | +38.0% |
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