+230.2%
NXT vs EPAM
-57.2%
+287.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -5.7% | +18.5% | -24.3% | -7.9% |
| 30D | +18.5% | +44.0% | -25.5% | +12.6% |
| 3M | -4.1% | +63.0% | -67.1% | -10.7% |
| 6M | -20.3% | +67.3% | -87.6% | -26.9% |
| YTD | +15.5% | -20.5% | +36.0% | +23.9% |
| 1Y | -5.0% | -9.6% | +4.7% | -1.5% |
| 3Y | +191.6% | -30.8% | +222.5% | +209.1% |
| All | +230.2% | -57.2% | +287.5% | +319.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling