+20.1%
NWSA vs EPAM
-75.7%
+95.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | -8.8% | +42.3% | -51.1% | -14.5% |
| 3M | -6.5% | +60.7% | -67.2% | -14.2% |
| 6M | +1.5% | +80.5% | -79.0% | -9.5% |
| YTD | +4.0% | -20.4% | +24.4% | +5.6% |
| 1Y | +3.4% | -9.6% | +13.0% | +2.7% |
| 3Y | +34.8% | -30.5% | +65.3% | +35.7% |
| All | +20.1% | -75.7% | +95.8% | +31.1% |
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