+194.4%
NXPI vs EPAM
+65.3%
+129.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +2.0% |
| 7D | +1.9% | +2.0% | 0.0% | +1.2% |
| 30D | -1.4% | +6.5% | -8.0% | -4.1% |
| 3M | -29.1% | +19.9% | -49.0% | -34.8% |
| 6M | +6.2% | -16.9% | +23.1% | +9.4% |
| YTD | +5.9% | -42.9% | +48.7% | +22.8% |
| 1Y | +2.9% | -30.4% | +33.3% | +10.7% |
| 3Y | +14.5% | -54.7% | +69.2% | +36.9% |
| 5Y | +17.1% | -81.8% | +98.9% | +76.9% |
| All | +194.4% | +65.3% | +129.1% | +90.5% |
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