+74.5%
NVT vs EPAM
-30.2%
+104.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.6% |
| 7D | +7.0% | -2.2% | +9.1% | +6.6% |
| 30D | -2.3% | +17.8% | -20.1% | +0.9% |
| 3M | -3.1% | +19.9% | -23.0% | +3.0% |
| 6M | +47.0% | -21.6% | +68.6% | +54.1% |
| YTD | +56.2% | -44.0% | +100.2% | +62.9% |
| 1Y | +74.5% | -30.5% | +105.0% | +73.3% |
| All | +74.5% | -30.2% | +104.7% | +73.3% |
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