+41.6%
NYT vs EPAM
-81.2%
+122.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | -9.6% | +27.1% | -36.7% | -12.7% |
| 6M | -14.0% | -17.0% | +2.9% | -12.8% |
| YTD | -2.8% | -42.4% | +39.6% | +2.5% |
| 1Y | +15.6% | -25.3% | +40.9% | +17.8% |
| 3Y | +56.3% | -55.7% | +112.1% | +66.2% |
| All | +41.6% | -81.2% | +122.8% | +64.3% |
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