+19.7%
NU vs EPAM
-77.9%
+97.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | +6.4% | +9.1% | -2.7% | +2.9% |
| 30D | -23.3% | +38.5% | -61.8% | -31.1% |
| 3M | -10.7% | +61.0% | -71.7% | -23.6% |
| 6M | -10.4% | +58.0% | -68.5% | -24.3% |
| YTD | -26.2% | -23.5% | -2.7% | -23.0% |
| 1Y | -22.1% | -10.5% | -11.6% | -23.0% |
| 3Y | +49.6% | -33.8% | +83.5% | +55.8% |
| All | +19.7% | -77.9% | +97.5% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling