+40.6%
NVDL vs EPAM
-32.1%
+72.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.5% |
| 7D | +11.7% | +2.0% | +9.7% | +11.8% |
| 30D | +7.8% | +6.5% | +1.3% | +8.3% |
| 3M | +3.3% | +19.9% | -16.6% | +7.1% |
| 6M | +38.9% | -16.9% | +55.8% | +49.9% |
| YTD | +28.5% | -42.9% | +71.3% | +50.7% |
| 1Y | +40.6% | -30.4% | +71.0% | +52.2% |
| All | +40.6% | -32.1% | +72.7% | +52.2% |
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 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