+48.4%
NU vs EPAM
-83.7%
+132.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +10.8% | +18.4% | -7.6% | +5.2% |
| 3M | +32.2% | +19.2% | +12.9% | +23.2% |
| 6M | +5.1% | -21.0% | +26.1% | +11.0% |
| YTD | -8.4% | -43.7% | +35.3% | +6.0% |
| 1Y | +0.7% | -29.9% | +30.6% | +7.6% |
| 3Y | +125.1% | -56.5% | +181.7% | +170.0% |
| All | +48.4% | -83.7% | +132.1% | +172.5% |
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