+729.5%
NUE vs EPAM
+751.2%
-21.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.1% |
| 7D | +4.2% | +2.0% | +2.3% | +3.8% |
| 30D | -5.0% | +6.5% | -11.5% | -6.5% |
| 3M | -0.2% | +19.9% | -20.1% | -4.4% |
| 6M | +49.1% | -16.9% | +66.1% | +52.4% |
| YTD | +61.0% | -42.9% | +103.9% | +75.2% |
| 1Y | +82.5% | -30.4% | +112.9% | +90.5% |
| 3Y | +57.9% | -54.7% | +112.7% | +73.7% |
| 5Y | +146.6% | -81.8% | +228.4% | +202.9% |
| 10Y | +561.6% | +65.5% | +496.2% | +392.2% |
| All | +729.5% | +751.2% | -21.7% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling