+716.8%
NUE vs EPAM
+1,093.7%
-376.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +2.1% |
| 7D | -6.2% | +18.8% | -25.0% | -9.7% |
| 30D | +2.5% | +44.9% | -42.5% | -5.1% |
| 3M | -6.4% | +68.6% | -75.0% | -16.0% |
| 6M | +13.3% | +65.4% | -52.1% | +1.0% |
| YTD | +58.5% | -19.9% | +78.4% | +60.6% |
| 1Y | +81.9% | -10.0% | +91.9% | +79.9% |
| 3Y | +75.3% | -30.3% | +105.5% | +76.3% |
| 5Y | +149.9% | -75.7% | +225.6% | +189.5% |
| 10Y | +436.0% | +167.2% | +268.8% | +263.4% |
| All | +716.8% | +1,093.7% | -376.9% | +347.2% |
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