+89.6%
NVS vs EPAM
-81.7%
+171.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.5% | -12.5% | -13.9% |
| 7D | -14.6% | -0.9% | -13.7% | -14.6% |
| 30D | -11.9% | +18.4% | -30.3% | -12.6% |
| 3M | -6.0% | +19.2% | -25.2% | -6.9% |
| 6M | -11.4% | -21.0% | +9.6% | -10.7% |
| YTD | +2.9% | -43.7% | +46.6% | +5.1% |
| 1Y | +10.2% | -29.9% | +40.1% | +11.4% |
| 3Y | +55.3% | -56.5% | +111.9% | +58.8% |
| 5Y | +89.6% | -81.7% | +171.3% | +92.7% |
| All | +89.6% | -81.7% | +171.3% | +92.7% |
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 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