+2,788.3%
NVDL vs EPAM
-68.0%
+2,856.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.4% |
| 7D | +11.7% | +2.0% | +9.7% | +11.0% |
| 30D | +7.8% | +6.5% | +1.3% | +4.9% |
| 3M | +3.3% | +19.9% | -16.6% | -5.4% |
| 6M | +38.9% | -16.9% | +55.8% | +47.5% |
| YTD | +28.5% | -42.9% | +71.3% | +59.4% |
| 1Y | +40.6% | -30.4% | +71.0% | +56.0% |
| 3Y | +648.7% | -54.7% | +703.4% | +864.2% |
| All | +2,788.3% | -68.0% | +2,856.3% | +5,319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling