+154.4%
NOC vs EPAM
+167.9%
-13.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.2% |
| 7D | -5.8% | +13.4% | -19.2% | -6.6% |
| 30D | +10.9% | +47.1% | -36.2% | +8.5% |
| 3M | -7.1% | +71.2% | -78.3% | -9.9% |
| 6M | -5.3% | +48.9% | -54.3% | -7.8% |
| YTD | -6.8% | -22.2% | +15.4% | -6.4% |
| 1Y | -6.7% | -5.2% | -1.5% | -7.4% |
| 3Y | +17.2% | -34.9% | +52.1% | +17.5% |
| 5Y | +56.3% | -77.4% | +133.7% | +78.8% |
| All | +154.4% | +167.9% | -13.4% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling