+70.9%
NVT vs EPAM
-32.1%
+103.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.1% |
| 7D | +5.1% | +2.0% | +3.1% | +5.5% |
| 30D | -3.7% | +6.5% | -10.2% | -2.1% |
| 3M | -10.1% | +19.9% | -30.1% | -4.3% |
| 6M | +37.5% | -16.9% | +54.4% | +44.6% |
| YTD | +53.7% | -42.9% | +96.6% | +61.1% |
| 1Y | +70.9% | -30.4% | +101.2% | +70.0% |
| All | +70.9% | -32.1% | +103.0% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling