+201.1%
NRG vs EPAM
-81.7%
+282.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +9.3% | -0.9% | +10.1% | +9.3% |
| 30D | +1.3% | +18.4% | -17.1% | -0.2% |
| 3M | -6.0% | +19.2% | -25.2% | -7.9% |
| 6M | -22.0% | -21.0% | -1.0% | -20.5% |
| YTD | -24.1% | -43.7% | +19.6% | -20.2% |
| 1Y | -18.0% | -29.9% | +11.9% | -16.3% |
| 3Y | +220.0% | -56.5% | +276.6% | +236.4% |
| 5Y | +201.1% | -81.7% | +282.8% | +208.9% |
| All | +201.1% | -81.7% | +282.8% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling