-49.7%
NRG vs EPAM
-15.2%
-34.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.6% | -12.9% | -13.6% |
| 7D | -13.7% | +0.8% | -14.6% | -13.6% |
| 30D | -13.6% | +24.9% | -38.5% | -10.3% |
| 3M | -28.5% | +22.6% | -51.1% | -26.0% |
| 6M | -45.8% | +24.2% | -70.0% | -42.5% |
| YTD | -46.9% | -33.0% | -14.0% | -48.0% |
| 1Y | -49.7% | -13.3% | -36.4% | -51.6% |
| All | -49.7% | -15.2% | -34.5% | -51.6% |
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