+227.7%
NXT vs EPAM
-56.9%
+284.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.7% | -9.5% | -5.3% |
| 7D | +4.0% | +18.8% | -14.8% | +1.6% |
| 30D | +15.9% | +44.9% | -29.0% | +10.1% |
| 3M | -3.0% | +68.6% | -71.6% | -10.1% |
| 6M | -20.7% | +65.4% | -86.1% | -27.0% |
| YTD | +14.6% | -19.9% | +34.5% | +22.8% |
| 1Y | -7.1% | -10.0% | +2.9% | -3.5% |
| 3Y | +189.4% | -30.3% | +219.7% | +206.5% |
| All | +227.7% | -56.9% | +284.6% | +316.1% |
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