+215.7%
NRG vs EPAM
-76.2%
+291.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +17.1% | +18.5% | -1.4% | +15.4% |
| 30D | -7.9% | +44.0% | -51.9% | -10.8% |
| 3M | -18.2% | +63.0% | -81.2% | -21.7% |
| 6M | -28.4% | +67.3% | -95.6% | -32.1% |
| YTD | -37.9% | -20.5% | -17.3% | -36.5% |
| 1Y | -39.2% | -9.6% | -29.6% | -38.9% |
| 3Y | +125.3% | -30.8% | +156.1% | +127.2% |
| 5Y | +215.7% | -75.6% | +291.4% | +241.6% |
| All | +215.7% | -76.2% | +291.9% | +241.6% |
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 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