+257.9%
NVS vs EPAM
+158.4%
+99.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | +12.5% | +41.8% | -29.3% | +8.4% |
| 3M | +5.2% | +63.4% | -58.2% | -0.2% |
| 6M | +8.2% | +72.2% | -64.0% | +1.5% |
| YTD | +19.8% | -20.0% | +39.8% | +20.9% |
| 1Y | +24.8% | -9.0% | +33.9% | +24.3% |
| 3Y | +90.0% | -30.4% | +120.4% | +90.5% |
| 5Y | +134.3% | -75.6% | +209.9% | +162.4% |
| All | +257.9% | +158.4% | +99.4% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling