+78.4%
NSC vs EPAM
-31.1%
+109.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +20.6% | -25.0% | -6.5% |
| 7D | -3.8% | +23.0% | -26.8% | -6.2% |
| 30D | +4.1% | +51.6% | -47.5% | -1.3% |
| 3M | -3.3% | +50.8% | -54.1% | -8.6% |
| 6M | +5.9% | +51.1% | -45.3% | -0.4% |
| YTD | +15.5% | -19.1% | +34.6% | +19.7% |
| 1Y | +19.3% | +3.0% | +16.4% | +17.4% |
| All | +78.4% | -31.1% | +109.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling