+24.4%
NSC vs EPAM
-77.4%
+101.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.0% | -2.4% |
| 7D | -6.6% | +13.4% | -20.0% | -8.2% |
| 30D | +2.2% | +47.1% | -44.9% | -2.7% |
| 3M | -6.2% | +71.2% | -77.4% | -12.5% |
| 6M | +1.7% | +48.9% | -47.2% | -4.1% |
| YTD | +12.2% | -22.2% | +34.5% | +14.3% |
| 1Y | +15.4% | -5.2% | +20.6% | +14.3% |
| 3Y | +73.3% | -34.9% | +108.3% | +76.3% |
| All | +24.4% | -77.4% | +101.8% | +33.5% |
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