+208.7%
NXPI vs EPAM
+168.6%
+40.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.6% |
| 7D | -0.5% | +18.8% | -19.3% | -6.7% |
| 30D | +15.0% | +44.9% | -30.0% | +1.0% |
| 3M | +12.6% | +68.6% | -56.0% | -6.3% |
| 6M | -10.6% | +65.4% | -76.0% | -27.4% |
| YTD | +22.1% | -19.9% | +42.0% | +25.2% |
| 1Y | +29.8% | -10.0% | +39.8% | +27.7% |
| 3Y | +47.8% | -30.3% | +78.0% | +51.4% |
| 5Y | +33.9% | -75.7% | +109.5% | +84.0% |
| 10Y | +208.7% | +167.2% | +41.5% | +71.0% |
| All | +208.7% | +168.6% | +40.1% | +71.0% |
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 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