+34.8%
NXPI vs EPAM
-76.2%
+111.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +1.7% | +18.5% | -16.8% | -2.8% |
| 30D | +19.7% | +44.0% | -24.4% | +9.2% |
| 3M | +14.5% | +63.0% | -48.5% | +1.2% |
| 6M | -11.2% | +67.3% | -78.5% | -23.7% |
| YTD | +25.8% | -20.5% | +46.3% | +30.7% |
| 1Y | +35.2% | -9.6% | +44.8% | +35.5% |
| 3Y | +52.3% | -30.8% | +83.1% | +57.6% |
| 5Y | +34.8% | -75.6% | +110.5% | +57.2% |
| All | +34.8% | -76.2% | +111.1% | +57.2% |
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