+481.9%
NYT vs EPAM
+74.2%
+407.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | +4.6% | +17.6% | -13.0% | +1.4% |
| 3M | -9.6% | +27.1% | -36.7% | -14.1% |
| 6M | -14.0% | -17.0% | +2.9% | -12.0% |
| YTD | -2.8% | -42.4% | +39.6% | +5.4% |
| 1Y | +15.6% | -25.3% | +40.9% | +19.1% |
| 3Y | +56.3% | -55.7% | +112.1% | +72.0% |
| 5Y | +39.5% | -81.2% | +120.7% | +74.6% |
| All | +481.9% | +74.2% | +407.7% | +241.6% |
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