+449.0%
NVS vs EPAM
+751.2%
-302.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | +4.0% | +2.0% | +2.1% | +3.8% |
| 30D | +3.6% | +6.5% | -2.9% | +2.8% |
| 3M | +7.8% | +19.9% | -12.1% | +5.4% |
| 6M | -0.2% | -16.9% | +16.8% | +1.0% |
| YTD | +19.6% | -42.9% | +62.4% | +25.1% |
| 1Y | +28.4% | -30.4% | +58.7% | +31.4% |
| 3Y | +76.2% | -54.7% | +130.9% | +84.8% |
| 5Y | +111.1% | -81.8% | +192.9% | +135.4% |
| 10Y | +224.3% | +65.5% | +158.8% | +162.7% |
| All | +449.0% | +751.2% | -302.2% | +318.5% |
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