+66.0%
NUE vs EPAM
-55.8%
+121.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.1% |
| 7D | -0.6% | +0.7% | -1.4% | -0.7% |
| 30D | -4.6% | +17.6% | -22.1% | -7.1% |
| 3M | -0.3% | +27.1% | -27.4% | -4.8% |
| 6M | +51.9% | -17.0% | +68.8% | +56.1% |
| YTD | +60.0% | -42.4% | +102.4% | +74.9% |
| 1Y | +82.9% | -25.3% | +108.2% | +88.0% |
| 3Y | +66.0% | -55.7% | +121.7% | +78.1% |
| All | +66.0% | -55.8% | +121.8% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling