-98.8%
NVD vs EPAM
-35.6%
-63.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.4% |
| 7D | +23.8% | +9.1% | +14.7% | +24.9% |
| 30D | +57.0% | +38.5% | +18.5% | +68.2% |
| 3M | +41.6% | +61.0% | -19.4% | +58.6% |
| 6M | +17.6% | +58.0% | -40.5% | +29.7% |
| YTD | -21.4% | -23.5% | +2.1% | -36.0% |
| 1Y | -23.3% | -10.5% | -12.7% | -32.1% |
| 3Y | -98.7% | -33.8% | -64.8% | -98.8% |
| All | -98.8% | -35.6% | -63.1% | -98.8% |
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