+251.0%
NVS vs EPAM
+165.6%
+85.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.8% | +18.5% | -21.4% | -4.7% |
| 30D | +11.5% | +44.0% | -32.6% | +7.2% |
| 3M | +3.7% | +63.0% | -59.3% | -1.6% |
| 6M | +10.4% | +67.3% | -56.9% | +3.9% |
| YTD | +19.8% | -20.5% | +40.4% | +21.1% |
| 1Y | +26.6% | -9.6% | +36.2% | +26.1% |
| 3Y | +90.1% | -30.8% | +120.9% | +90.7% |
| 5Y | +133.4% | -75.6% | +209.0% | +161.3% |
| 10Y | +251.0% | +159.6% | +91.4% | +133.7% |
| All | +251.0% | +165.6% | +85.4% | +133.7% |
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 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