+55.6%
NYT vs EPAM
-57.1%
+112.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -4.5% | +3.7% | -0.1% |
| 30D | +4.5% | +14.6% | -10.2% | +2.4% |
| 3M | -8.5% | +23.1% | -31.6% | -11.6% |
| 6M | -15.1% | -19.5% | +4.4% | -13.7% |
| YTD | -3.3% | -44.1% | +40.8% | +2.1% |
| 1Y | +17.0% | -25.2% | +42.2% | +18.6% |
| All | +55.6% | -57.1% | +112.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling