+212.0%
NXT vs EPAM
-57.1%
+269.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -9.4% | +2.4% | -11.8% | -9.7% |
| 30D | +15.1% | +42.3% | -27.2% | +9.5% |
| 3M | -9.1% | +60.7% | -69.8% | -15.2% |
| 6M | -30.3% | +80.5% | -110.8% | -37.0% |
| YTD | +9.1% | -20.4% | +29.5% | +17.0% |
| 1Y | +7.9% | -9.6% | +17.5% | +11.8% |
| 3Y | +176.5% | -30.5% | +207.0% | +192.7% |
| All | +212.0% | -57.1% | +269.1% | +296.4% |
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