+584.3%
NUE vs EPAM
+63.0%
+521.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -6.1% | +17.8% | -23.9% | -9.3% |
| 3M | +1.7% | +19.9% | -18.2% | -2.9% |
| 6M | +53.1% | -21.6% | +74.7% | +58.6% |
| YTD | +59.0% | -44.0% | +103.1% | +75.0% |
| 1Y | +85.3% | -30.5% | +115.8% | +94.0% |
| 3Y | +63.2% | -56.8% | +120.0% | +82.5% |
| 5Y | +146.8% | -81.7% | +228.5% | +216.0% |
| 10Y | +584.3% | +68.4% | +515.9% | +326.3% |
| All | +584.3% | +63.0% | +521.3% | +326.3% |
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