+489.9%
NVT vs EPAM
+41.2%
+448.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.5% |
| 7D | -13.0% | +18.8% | -31.8% | -16.2% |
| 30D | -32.7% | +44.9% | -77.7% | -37.8% |
| 3M | -30.6% | +68.6% | -99.2% | -38.1% |
| 6M | -33.6% | +65.4% | -99.0% | -41.7% |
| YTD | +11.0% | -19.9% | +30.9% | +13.1% |
| 1Y | +0.8% | -10.0% | +10.8% | -0.3% |
| 3Y | +125.7% | -30.3% | +155.9% | +128.3% |
| 5Y | +231.1% | -75.7% | +306.8% | +315.3% |
| All | +489.9% | +41.2% | +448.7% | +209.8% |
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