+18.8%
NVDL vs EPAM
-29.6%
+48.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -8.7% | -4.5% | -4.2% | -8.8% |
| 30D | -1.3% | +14.6% | -15.9% | -0.6% |
| 3M | +11.4% | +23.1% | -11.7% | +14.2% |
| 6M | +22.9% | -19.5% | +42.3% | +34.4% |
| YTD | +15.4% | -44.1% | +59.5% | +40.4% |
| 1Y | +18.8% | -25.2% | +44.0% | +26.8% |
| All | +18.8% | -29.6% | +48.3% | +26.8% |
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 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