+16.5%
NU vs EPAM
-77.5%
+94.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.3% | +3.5% |
| 7D | +3.6% | +13.4% | -9.8% | -0.9% |
| 30D | -22.8% | +47.1% | -69.9% | -31.9% |
| 3M | -14.8% | +71.2% | -86.0% | -28.4% |
| 6M | -16.9% | +48.9% | -65.8% | -28.4% |
| YTD | -28.1% | -22.2% | -5.9% | -25.4% |
| 1Y | -24.5% | -5.2% | -19.4% | -26.8% |
| 3Y | +44.8% | -34.9% | +79.7% | +51.8% |
| All | +16.5% | -77.5% | +94.0% | +91.8% |
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