-9.4%
NOC vs EPAM
-32.1%
+22.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -8.9% | +18.4% | -27.2% | -9.0% |
| 3M | -3.7% | +19.2% | -22.9% | -4.7% |
| 6M | -30.8% | -21.0% | -9.9% | -32.5% |
| YTD | -7.9% | -43.7% | +35.8% | -11.8% |
| 1Y | -9.4% | -29.9% | +20.5% | -13.5% |
| All | -9.4% | -32.1% | +22.7% | -13.5% |
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