+125.7%
NVT vs EPAM
-31.2%
+156.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.6% |
| 7D | -13.0% | +18.8% | -31.8% | -12.5% |
| 30D | -32.7% | +44.9% | -77.7% | -32.9% |
| 3M | -30.6% | +68.6% | -99.2% | -31.5% |
| 6M | -33.6% | +65.4% | -99.0% | -34.4% |
| YTD | +11.0% | -19.9% | +30.9% | +22.5% |
| 1Y | +0.8% | -10.0% | +10.8% | +8.2% |
| 3Y | +125.7% | -30.3% | +155.9% | +132.4% |
| All | +125.7% | -31.2% | +156.9% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling