+92.9%
NVS vs EPAM
-33.7%
+126.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.5% |
| 7D | +1.1% | +13.4% | -12.3% | +0.5% |
| 30D | +13.4% | +47.1% | -33.6% | +11.3% |
| 3M | +5.4% | +71.2% | -65.8% | +2.6% |
| 6M | +9.6% | +48.9% | -39.4% | +7.0% |
| YTD | +21.5% | -22.2% | +43.7% | +22.1% |
| 1Y | +32.3% | -5.2% | +37.5% | +31.8% |
| 3Y | +92.9% | -34.9% | +127.9% | +89.1% |
| All | +92.9% | -33.7% | +126.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling