+1,021.0%
NOC vs EPAM
+751.2%
+269.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | -5.2% | +2.0% | -7.1% | -5.3% |
| 30D | -7.2% | +6.5% | -13.7% | -7.7% |
| 3M | -5.1% | +19.9% | -25.0% | -6.6% |
| 6M | -31.1% | -16.9% | -14.1% | -30.6% |
| YTD | -8.6% | -42.9% | +34.3% | -5.9% |
| 1Y | -9.7% | -30.4% | +20.6% | -8.5% |
| 3Y | +24.3% | -54.7% | +79.0% | +28.2% |
| 5Y | +52.6% | -81.8% | +134.4% | +68.4% |
| 10Y | +183.6% | +65.5% | +118.1% | +110.0% |
| All | +1,021.0% | +751.2% | +269.8% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling