+430.9%
NVT vs EPAM
-81.7%
+512.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.4% |
| 7D | +10.4% | -0.9% | +11.3% | +10.5% |
| 30D | -1.3% | +18.4% | -19.6% | -3.4% |
| 3M | -0.6% | +19.2% | -19.8% | -3.6% |
| 6M | +53.8% | -21.0% | +74.7% | +58.2% |
| YTD | +60.2% | -43.7% | +103.9% | +72.6% |
| 1Y | +76.8% | -29.9% | +106.7% | +82.7% |
| 3Y | +191.2% | -56.5% | +247.8% | +217.4% |
| 5Y | +430.9% | -81.7% | +512.6% | +512.9% |
| All | +430.9% | -81.7% | +512.6% | +512.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling