+34.8%
NWSA vs EPAM
-30.1%
+64.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.9% |
| 30D | -8.8% | +42.3% | -51.1% | -14.0% |
| 3M | -6.5% | +60.7% | -67.2% | -13.7% |
| 6M | +1.5% | +80.5% | -79.0% | -9.1% |
| YTD | +4.0% | -20.4% | +24.4% | +6.4% |
| 1Y | +3.4% | -9.6% | +13.0% | +3.5% |
| 3Y | +34.8% | -30.5% | +65.3% | +31.8% |
| All | +34.8% | -30.1% | +64.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling