+1,173.6%
NXPI vs EPAM
+1,105.1%
+68.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +20.6% | -28.4% | -13.7% |
| 7D | -8.1% | +23.0% | -31.1% | -14.6% |
| 30D | 0.0% | +51.6% | -51.6% | -12.9% |
| 3M | +6.2% | +50.8% | -44.6% | -8.3% |
| 6M | -15.7% | +51.1% | -66.9% | -28.9% |
| YTD | +14.1% | -19.1% | +33.2% | +15.9% |
| 1Y | +18.2% | +3.0% | +15.2% | +10.7% |
| 3Y | +42.0% | -31.2% | +73.1% | +45.5% |
| 5Y | +19.5% | -76.5% | +96.0% | +55.8% |
| 10Y | +182.3% | +168.4% | +13.9% | +66.5% |
| All | +1,173.6% | +1,105.1% | +68.5% | +549.3% |
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