+161.3%
NOC vs EPAM
+163.7%
-2.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +2.8% |
| 7D | -2.9% | +9.1% | -12.0% | -3.5% |
| 30D | +12.1% | +38.5% | -26.3% | +10.1% |
| 3M | -5.3% | +61.0% | -66.2% | -7.8% |
| 6M | -1.0% | +58.0% | -59.1% | -3.9% |
| YTD | -4.3% | -23.5% | +19.1% | -3.8% |
| 1Y | -3.6% | -10.5% | +6.9% | -4.1% |
| 3Y | +22.9% | -33.8% | +56.7% | +23.0% |
| 5Y | +60.4% | -78.1% | +138.5% | +84.6% |
| 10Y | +161.3% | +157.7% | +3.5% | +53.8% |
| All | +161.3% | +163.7% | -2.4% | +53.8% |
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 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