+16.2%
NSC vs EPAM
-7.6%
+23.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.7% |
| 7D | -3.4% | +18.8% | -22.2% | -3.1% |
| 30D | +3.6% | +44.9% | -41.3% | +3.8% |
| 3M | -1.4% | +68.6% | -70.0% | -1.4% |
| 6M | +6.0% | +65.4% | -59.5% | +5.7% |
| YTD | +15.5% | -19.9% | +35.4% | +14.5% |
| 1Y | +16.2% | -10.0% | +26.2% | +12.9% |
| All | +16.2% | -7.6% | +23.9% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling