-61.3%
NVD vs EPAM
-32.1%
-29.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.0% |
| 7D | -7.7% | -0.9% | -6.8% | -7.6% |
| 30D | -5.8% | +18.4% | -24.1% | -7.1% |
| 3M | -23.2% | +19.2% | -42.4% | -25.9% |
| 6M | -49.7% | -21.0% | -28.8% | -53.8% |
| YTD | -47.7% | -43.7% | -4.0% | -55.5% |
| 1Y | -61.3% | -29.9% | -31.5% | -64.1% |
| All | -61.3% | -32.1% | -29.2% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling