+2,494.8%
NVDL vs EPAM
-68.7%
+2,563.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -8.7% | -4.5% | -4.2% | -7.3% |
| 30D | -1.3% | +14.6% | -15.9% | -5.8% |
| 3M | +11.4% | +23.1% | -11.7% | +0.6% |
| 6M | +22.9% | -19.5% | +42.3% | +32.1% |
| YTD | +15.4% | -44.1% | +59.5% | +44.3% |
| 1Y | +18.8% | -25.2% | +44.0% | +27.1% |
| 3Y | +641.4% | -56.8% | +698.2% | +877.4% |
| All | +2,494.8% | -68.7% | +2,563.5% | +4,805.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling