+149.2%
NWSA vs EPAM
+63.0%
+86.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | +3.9% | +17.8% | -13.8% | +0.2% |
| 3M | +8.9% | +19.9% | -11.0% | +3.6% |
| 6M | +21.2% | -21.6% | +42.8% | +26.1% |
| YTD | +13.8% | -44.0% | +57.9% | +26.6% |
| 1Y | +1.4% | -30.5% | +31.9% | +7.1% |
| 3Y | +44.0% | -56.8% | +100.7% | +62.9% |
| 5Y | +40.5% | -81.7% | +122.2% | +81.4% |
| 10Y | +149.2% | +68.4% | +80.8% | +60.4% |
| All | +149.2% | +63.0% | +86.2% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling