+1,463.3%
NVDL vs EPAM
-55.5%
+1,518.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.0% |
| 7D | -26.2% | +18.5% | -44.7% | -30.6% |
| 30D | -43.2% | +44.0% | -87.3% | -50.1% |
| 3M | -40.5% | +63.0% | -103.5% | -50.2% |
| 6M | -45.4% | +67.3% | -112.7% | -56.0% |
| YTD | -30.5% | -20.5% | -9.9% | -23.7% |
| 1Y | -37.1% | -9.6% | -27.5% | -35.6% |
| 3Y | +318.7% | -30.8% | +349.5% | +352.5% |
| All | +1,463.3% | -55.5% | +1,518.8% | +2,493.8% |
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 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