+671.7%
NRG vs EPAM
+1,084.1%
-412.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +17.1% | +18.5% | -1.4% | +13.9% |
| 30D | -7.9% | +44.0% | -51.9% | -13.0% |
| 3M | -18.2% | +63.0% | -81.2% | -24.3% |
| 6M | -28.4% | +67.3% | -95.6% | -34.8% |
| YTD | -37.9% | -20.5% | -17.3% | -37.1% |
| 1Y | -39.2% | -9.6% | -29.6% | -39.8% |
| 3Y | +125.3% | -30.8% | +156.1% | +125.9% |
| 5Y | +215.7% | -75.6% | +291.4% | +257.2% |
| 10Y | +985.8% | +159.6% | +826.3% | +679.7% |
| All | +671.7% | +1,084.1% | -412.5% | +402.0% |
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