+924.9%
NRG vs EPAM
+157.4%
+767.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.0% | +2.4% | +7.6% | +9.6% |
| 30D | -3.2% | +42.3% | -45.6% | -8.8% |
| 3M | -18.5% | +60.7% | -79.2% | -24.8% |
| 6M | -25.3% | +80.5% | -105.8% | -33.4% |
| YTD | -38.1% | -20.4% | -17.8% | -37.1% |
| 1Y | -40.7% | -9.6% | -31.1% | -41.2% |
| 3Y | +121.8% | -30.5% | +152.2% | +122.5% |
| 5Y | +209.2% | -75.7% | +284.9% | +270.6% |
| All | +924.9% | +157.4% | +767.5% | +381.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling