+837.3%
NRG vs EPAM
+751.2%
+86.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.8% |
| 7D | +7.1% | +2.0% | +5.2% | +6.8% |
| 30D | -1.4% | +6.5% | -7.9% | -2.6% |
| 3M | -10.5% | +19.9% | -30.4% | -13.8% |
| 6M | -26.7% | -16.9% | -9.8% | -25.6% |
| YTD | -24.5% | -42.9% | +18.3% | -19.4% |
| 1Y | -18.6% | -30.4% | +11.8% | -16.2% |
| 3Y | +227.1% | -54.7% | +281.9% | +251.2% |
| 5Y | +198.8% | -81.8% | +280.6% | +252.3% |
| 10Y | +1,122.3% | +65.5% | +1,056.8% | +838.3% |
| All | +837.3% | +751.2% | +86.1% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling