+81.9%
NUE vs EPAM
-7.6%
+89.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +3.0% |
| 7D | -6.2% | +18.8% | -25.0% | -5.6% |
| 30D | +2.5% | +44.9% | -42.5% | +2.3% |
| 3M | -6.4% | +68.6% | -75.0% | -7.3% |
| 6M | +13.3% | +65.4% | -52.1% | +12.3% |
| YTD | +58.5% | -19.9% | +78.4% | +61.5% |
| 1Y | +81.9% | -10.0% | +91.9% | +82.9% |
| All | +81.9% | -7.6% | +89.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling