+934.9%
NRG vs EPAM
+158.4%
+776.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | +21.7% | -1.1% | +22.9% | +21.8% |
| 30D | -8.1% | +41.8% | -49.9% | -13.3% |
| 3M | -18.3% | +63.4% | -81.7% | -24.9% |
| 6M | -28.0% | +72.2% | -100.2% | -35.3% |
| YTD | -37.5% | -20.0% | -17.5% | -36.5% |
| 1Y | -41.1% | -9.0% | -32.0% | -41.6% |
| 3Y | +126.6% | -30.4% | +157.0% | +127.3% |
| 5Y | +212.3% | -75.6% | +287.9% | +274.0% |
| All | +934.9% | +158.4% | +776.5% | +386.3% |
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 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