+244.4%
NXT vs EPAM
-58.8%
+303.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.2% |
| 7D | +15.1% | +9.1% | +6.0% | +13.6% |
| 30D | +21.8% | +38.5% | -16.7% | +16.3% |
| 3M | +1.6% | +61.0% | -59.4% | -5.3% |
| 6M | -16.7% | +58.0% | -74.7% | -22.9% |
| YTD | +20.4% | -23.5% | +43.9% | +29.7% |
| 1Y | +0.2% | -10.5% | +10.8% | +3.5% |
| 3Y | +208.7% | -33.8% | +242.5% | +229.2% |
| All | +244.4% | -58.8% | +303.2% | +339.5% |
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