+244.4%
NXT vs EPAM
-58.2%
+302.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.2% | +5.8% |
| 7D | +32.2% | +13.4% | +18.9% | +29.9% |
| 30D | +21.9% | +47.1% | -25.1% | +15.5% |
| 3M | +6.6% | +71.2% | -64.6% | -1.5% |
| 6M | -16.8% | +48.9% | -65.7% | -21.9% |
| YTD | +20.4% | -22.2% | +42.7% | +29.5% |
| 1Y | -1.5% | -5.2% | +3.6% | +0.3% |
| 3Y | +182.4% | -34.9% | +217.3% | +203.7% |
| All | +244.4% | -58.2% | +302.6% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling