+284.9%
NSC vs EPAM
+157.4%
+127.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +1.7% | +42.3% | -40.6% | -5.8% |
| 3M | -2.6% | +60.7% | -63.2% | -12.1% |
| 6M | +6.4% | +80.5% | -74.1% | -7.5% |
| YTD | +15.5% | -20.4% | +35.9% | +17.6% |
| 1Y | +17.6% | -9.6% | +27.2% | +16.4% |
| 3Y | +75.0% | -30.5% | +105.5% | +77.0% |
| 5Y | +32.2% | -75.7% | +107.9% | +63.4% |
| All | +284.9% | +157.4% | +127.5% | +92.6% |
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 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