-50.9%
NVDL vs EPAM
+66.7%
-117.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -8.7% |
| 7D | -17.5% | -1.1% | -16.3% | -17.5% |
| 30D | -49.2% | +41.8% | -91.1% | -42.1% |
| 3M | -49.0% | +63.4% | -112.3% | -39.7% |
| 6M | -50.9% | +72.2% | -123.1% | -36.7% |
| All | -50.9% | +66.7% | -117.6% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling