+150.0%
NWSA vs EPAM
+63.0%
+87.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | +4.3% | +17.8% | -13.5% | +0.5% |
| 3M | +9.2% | +19.9% | -10.7% | +3.9% |
| 6M | +21.6% | -21.6% | +43.2% | +26.5% |
| YTD | +14.2% | -44.0% | +58.2% | +27.0% |
| 1Y | +1.8% | -30.5% | +32.3% | +7.4% |
| 3Y | +44.4% | -56.8% | +101.2% | +63.4% |
| 5Y | +41.0% | -81.7% | +122.7% | +82.0% |
| 10Y | +150.0% | +68.4% | +81.6% | +61.0% |
| All | +150.0% | +63.0% | +87.0% | +61.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling