-7.8%
NVTS vs EPAM
-81.7%
+73.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.0% |
| 7D | +2.7% | +2.0% | +0.7% | +2.0% |
| 30D | -4.5% | +6.5% | -11.0% | -7.1% |
| 3M | -61.5% | +19.9% | -81.5% | -64.6% |
| 6M | +28.0% | -16.9% | +44.9% | +31.9% |
| YTD | +65.3% | -42.9% | +108.1% | +94.0% |
| 1Y | +113.0% | -30.4% | +143.4% | +130.0% |
| 3Y | +34.7% | -54.7% | +89.4% | +64.3% |
| All | -7.8% | -81.7% | +73.9% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling