+688.3%
NVDL vs EPAM
-57.0%
+745.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.8% | -2.2% | +1.3% | -0.2% |
| 30D | +3.4% | +17.8% | -14.4% | -1.2% |
| 3M | +8.1% | +19.9% | -11.8% | +0.8% |
| 6M | +31.9% | -21.6% | +53.5% | +44.0% |
| YTD | +21.1% | -44.0% | +65.1% | +50.7% |
| 1Y | +34.0% | -30.5% | +64.5% | +48.8% |
| All | +688.3% | -57.0% | +745.3% | +915.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling