+1,193.7%
NXPI vs EPAM
+1,058.6%
+135.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +2.7% |
| 7D | -4.4% | +13.4% | -17.7% | -9.0% |
| 30D | +5.6% | +47.1% | -41.5% | -7.3% |
| 3M | +7.6% | +71.2% | -63.6% | -10.2% |
| 6M | -17.6% | +48.9% | -66.5% | -30.2% |
| YTD | +15.9% | -22.2% | +38.1% | +19.0% |
| 1Y | +22.4% | -5.2% | +27.6% | +17.6% |
| 3Y | +43.2% | -34.9% | +78.2% | +49.3% |
| 5Y | +21.4% | -77.4% | +98.8% | +60.0% |
| 10Y | +186.8% | +158.1% | +28.7% | +71.0% |
| All | +1,193.7% | +1,058.6% | +135.1% | +566.7% |
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