+474.8%
NVDX vs EPAM
-33.8%
+508.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.2% | -8.5% |
| 7D | -23.4% | +9.1% | -32.4% | -25.2% |
| 30D | -41.5% | +38.5% | -80.0% | -46.4% |
| 3M | -41.1% | +61.0% | -102.1% | -48.5% |
| 6M | -40.9% | +58.0% | -98.9% | -49.0% |
| YTD | -29.1% | -23.5% | -5.6% | -19.0% |
| 1Y | -33.5% | -10.5% | -23.0% | -29.8% |
| 3Y | +369.1% | -33.8% | +403.0% | +421.2% |
| All | +474.8% | -33.8% | +508.5% | +527.3% |
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 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