+1,377.5%
NVDL vs EPAM
-55.2%
+1,432.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +4.7% | -15.6% | -12.0% |
| 7D | -34.5% | +18.8% | -53.3% | -38.4% |
| 30D | -47.7% | +44.9% | -92.6% | -54.1% |
| 3M | -43.9% | +68.6% | -112.5% | -53.5% |
| 6M | -46.4% | +65.4% | -111.8% | -56.5% |
| YTD | -34.3% | -19.9% | -14.4% | -28.0% |
| 1Y | -44.0% | -10.0% | -34.0% | -42.4% |
| 3Y | +295.7% | -30.3% | +326.0% | +326.9% |
| All | +1,377.5% | -55.2% | +1,432.6% | +2,347.1% |
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 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