+177.4%
NXT vs EPAM
-69.3%
+246.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | -15.3% | +6.5% | -21.9% | -16.4% |
| 3M | -43.8% | +19.9% | -63.7% | -45.6% |
| 6M | -18.7% | -16.9% | -1.7% | -15.5% |
| YTD | -3.0% | -42.9% | +39.9% | +9.1% |
| 1Y | +22.7% | -30.4% | +53.1% | +30.3% |
| 3Y | +95.9% | -54.7% | +150.7% | +122.4% |
| All | +177.4% | -69.3% | +246.7% | +269.7% |
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