+2,490.2%
NVDL vs EPAM
-67.8%
+2,557.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -1.2% |
| 7D | -10.3% | +0.7% | -11.1% | -10.5% |
| 30D | -7.1% | +17.6% | -24.7% | -12.1% |
| 3M | +6.6% | +27.1% | -20.5% | -4.7% |
| 6M | +21.1% | -17.0% | +38.0% | +28.8% |
| YTD | +15.2% | -42.4% | +57.7% | +42.6% |
| 1Y | +18.8% | -25.3% | +44.1% | +28.0% |
| 3Y | +649.9% | -55.7% | +705.6% | +881.0% |
| All | +2,490.2% | -67.8% | +2,557.9% | +4,748.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling