+72.0%
NUE vs EPAM
-36.8%
+108.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -10.2% | +9.1% | -19.3% | -11.2% |
| 30D | -0.4% | +38.5% | -38.9% | -4.8% |
| 3M | -8.4% | +61.0% | -69.3% | -14.6% |
| 6M | +10.1% | +58.0% | -48.0% | +2.2% |
| YTD | +54.1% | -23.5% | +77.5% | +60.7% |
| 1Y | +74.7% | -10.5% | +85.3% | +76.2% |
| 3Y | +72.0% | -33.8% | +105.8% | +71.5% |
| All | +72.0% | -36.8% | +108.7% | +71.5% |
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 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