+65.8%
NOC vs EPAM
-75.7%
+141.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | +4.8% | +2.4% | +2.4% | +4.9% |
| 30D | +11.0% | +42.3% | -31.3% | +12.4% |
| 3M | -3.8% | +60.7% | -64.5% | -2.1% |
| 6M | +0.6% | +80.5% | -79.8% | +2.9% |
| YTD | -2.3% | -20.4% | +18.1% | -3.4% |
| 1Y | +0.3% | -9.6% | +9.8% | -0.3% |
| 3Y | +24.6% | -30.5% | +55.1% | +23.1% |
| All | +65.8% | -75.7% | +141.5% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling