+47.4%
NSC vs EPAM
-81.9%
+129.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -5.5% | +2.0% | -7.5% | -5.7% |
| 30D | -3.2% | +6.5% | -9.7% | -4.2% |
| 3M | +7.7% | +19.9% | -12.3% | +4.7% |
| 6M | +4.5% | -16.9% | +21.5% | +6.1% |
| YTD | +15.6% | -42.9% | +58.4% | +22.6% |
| 1Y | +19.8% | -30.4% | +50.2% | +23.3% |
| 3Y | +70.1% | -54.7% | +124.8% | +81.2% |
| All | +47.4% | -81.9% | +129.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling