+145.0%
NUE vs EPAM
-81.9%
+226.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | +4.2% | +2.0% | +2.3% | +3.9% |
| 30D | -5.0% | +6.5% | -11.5% | -6.1% |
| 3M | -0.2% | +19.9% | -20.1% | -3.4% |
| 6M | +49.1% | -16.9% | +66.1% | +51.8% |
| YTD | +61.0% | -42.9% | +103.9% | +72.2% |
| 1Y | +82.5% | -30.4% | +112.9% | +88.8% |
| 3Y | +57.9% | -54.7% | +112.7% | +69.1% |
| All | +145.0% | -81.9% | +226.9% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling