+556.8%
NSC vs EPAM
+899.0%
-342.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +8.8% | +24.9% | -16.1% | +4.4% |
| 3M | +1.2% | +22.6% | -21.3% | -3.2% |
| 6M | +11.3% | +24.2% | -12.9% | +5.4% |
| YTD | +20.7% | -33.0% | +53.7% | +27.0% |
| 1Y | +23.4% | -13.3% | +36.7% | +23.3% |
| 3Y | +87.1% | -42.9% | +130.1% | +96.9% |
| 5Y | +33.8% | -80.8% | +114.6% | +63.7% |
| 10Y | +356.6% | +122.5% | +234.1% | +223.5% |
| All | +556.8% | +899.0% | -342.1% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling