-28.4%
NRG vs EPAM
+64.0%
-92.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.2% |
| 7D | +17.1% | +18.5% | -1.4% | +21.5% |
| 30D | -7.9% | +44.0% | -51.9% | -0.5% |
| 3M | -18.2% | +63.0% | -81.2% | -9.0% |
| 6M | -28.4% | +67.3% | -95.6% | -17.4% |
| All | -28.4% | +64.0% | -92.4% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling