+529.7%
NVDX vs EPAM
-32.7%
+562.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.9% | +9.0% | +5.8% |
| 7D | -18.2% | +13.4% | -31.6% | -20.8% |
| 30D | -40.2% | +47.1% | -87.3% | -46.1% |
| 3M | -32.6% | +71.2% | -103.8% | -42.0% |
| 6M | -30.6% | +48.9% | -79.5% | -38.7% |
| YTD | -22.3% | -22.2% | -0.1% | -11.5% |
| 1Y | -27.1% | -5.2% | -21.9% | -24.9% |
| 3Y | +441.8% | -34.9% | +476.8% | +513.0% |
| All | +529.7% | -32.7% | +562.4% | +585.3% |
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