-16.3%
NOW vs EPAM
-33.7%
+17.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.0% |
| 7D | -3.0% | +13.4% | -16.4% | -8.7% |
| 30D | -26.0% | +47.1% | -73.1% | -37.4% |
| 3M | -13.1% | +71.2% | -84.3% | -30.5% |
| 6M | +14.5% | +48.9% | -34.4% | -4.7% |
| YTD | -33.4% | -22.2% | -11.2% | -32.4% |
| 1Y | -40.6% | -5.2% | -35.5% | -43.2% |
| 3Y | -16.3% | -34.9% | +18.6% | -17.7% |
| All | -16.3% | -33.7% | +17.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling