+119.9%
NWSA vs EPAM
+344.2%
-224.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -1.9% | +2.0% | -3.8% | -2.3% |
| 30D | +4.6% | +6.5% | -1.9% | +2.6% |
| 3M | +13.2% | +19.9% | -6.7% | +7.9% |
| 6M | +27.0% | -16.9% | +43.9% | +30.4% |
| YTD | +16.8% | -42.9% | +59.7% | +29.0% |
| 1Y | +4.5% | -30.4% | +34.9% | +10.2% |
| 3Y | +46.2% | -54.7% | +101.0% | +63.3% |
| 5Y | +40.9% | -81.8% | +122.7% | +78.2% |
| 10Y | +145.1% | +65.5% | +79.7% | +70.9% |
| All | +119.9% | +344.2% | -224.2% | +34.6% |
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