-7.5%
NOC vs EPAM
-15.2%
+7.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -5.0% | +0.8% | -5.8% | -5.0% |
| 30D | +10.3% | +24.9% | -14.6% | +9.9% |
| 3M | -4.3% | +22.6% | -26.9% | -4.7% |
| 6M | -6.5% | +24.2% | -30.7% | -8.4% |
| YTD | -6.7% | -33.0% | +26.2% | -12.5% |
| 1Y | -7.5% | -13.3% | +5.8% | -10.5% |
| All | -7.5% | -15.2% | +7.7% | -10.5% |
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 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