+1,065.2%
NRG vs EPAM
+74.2%
+990.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +1.2% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -6.0% | +17.6% | -23.5% | -8.4% |
| 3M | -8.0% | +27.1% | -35.1% | -12.5% |
| 6M | -23.2% | -17.0% | -6.2% | -21.8% |
| YTD | -28.1% | -42.4% | +14.4% | -22.6% |
| 1Y | -27.3% | -25.3% | -2.0% | -25.8% |
| 3Y | +208.7% | -55.7% | +264.4% | +235.5% |
| 5Y | +197.7% | -81.2% | +278.8% | +265.1% |
| All | +1,065.2% | +74.2% | +990.9% | +579.7% |
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 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