+298.3%
NSC vs EPAM
+168.6%
+129.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | -0.2% |
| 7D | -3.4% | +18.8% | -22.2% | -7.1% |
| 30D | +3.6% | +44.9% | -41.3% | -4.3% |
| 3M | -1.4% | +68.6% | -70.0% | -11.9% |
| 6M | +6.0% | +65.4% | -59.5% | -6.2% |
| YTD | +15.5% | -19.9% | +35.4% | +17.5% |
| 1Y | +16.2% | -10.0% | +26.2% | +15.2% |
| 3Y | +76.9% | -30.3% | +107.2% | +78.9% |
| 5Y | +29.3% | -75.7% | +105.0% | +60.0% |
| 10Y | +298.3% | +167.2% | +131.1% | +103.1% |
| All | +298.3% | +168.6% | +129.6% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling