-42.8%
NVTS vs EPAM
-77.4%
+34.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.9% | +13.4% | +10.5% |
| 7D | +1.5% | +13.4% | -11.8% | -3.6% |
| 30D | -23.8% | +47.1% | -70.9% | -33.3% |
| 3M | -30.6% | +71.2% | -101.7% | -42.3% |
| 6M | -48.4% | +48.9% | -97.3% | -56.9% |
| YTD | +20.6% | -22.2% | +42.8% | +26.5% |
| 1Y | -2.5% | -5.2% | +2.6% | -5.4% |
| 3Y | +44.0% | -34.9% | +78.9% | +53.6% |
| All | -42.8% | -77.4% | +34.6% | -32.3% |
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 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