-98.9%
NVD vs EPAM
-34.6%
-64.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.6% | -6.1% |
| 7D | +16.8% | +13.4% | +3.5% | +18.8% |
| 30D | +54.3% | +47.1% | +7.3% | +67.6% |
| 3M | +24.3% | +71.2% | -46.9% | +41.5% |
| 6M | +0.6% | +48.9% | -48.3% | +7.9% |
| YTD | -27.7% | -22.2% | -5.5% | -40.9% |
| 1Y | -29.4% | -5.2% | -24.2% | -36.0% |
| 3Y | -98.8% | -34.9% | -63.9% | -98.9% |
| All | -98.9% | -34.6% | -64.3% | -98.9% |
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