-6.1%
NVD vs EPAM
-9.2%
+3.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.9% |
| 7D | +17.0% | -1.1% | +18.1% | +17.4% |
| 30D | +77.3% | +41.8% | +35.4% | +66.7% |
| 3M | +61.6% | +63.4% | -1.7% | +49.2% |
| 6M | +40.7% | +72.2% | -31.5% | +24.9% |
| YTD | -10.5% | -20.0% | +9.5% | -27.7% |
| 1Y | -6.1% | -9.0% | +2.9% | -18.7% |
| All | -6.1% | -9.2% | +3.1% | -18.7% |
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