-27.3%
NRG vs EPAM
-24.0%
-3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +2.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.6% |
| 30D | -6.0% | +17.6% | -23.5% | -3.8% |
| 3M | -8.0% | +27.1% | -35.1% | -4.0% |
| 6M | -23.2% | -17.0% | -6.2% | -22.4% |
| YTD | -28.1% | -42.4% | +14.4% | -28.4% |
| 1Y | -27.3% | -25.3% | -2.0% | -30.6% |
| All | -27.3% | -24.0% | -3.3% | -30.6% |
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