+936.2%
NYT vs EPAM
+751.2%
+185.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | -1.3% | +2.0% | -3.2% | -1.7% |
| 30D | +2.7% | +6.5% | -3.8% | +1.2% |
| 3M | -10.3% | +19.9% | -30.2% | -13.8% |
| 6M | -16.6% | -16.9% | +0.4% | -14.6% |
| YTD | -2.3% | -42.9% | +40.6% | +6.1% |
| 1Y | +15.0% | -30.4% | +45.4% | +20.0% |
| 3Y | +57.1% | -54.7% | +111.9% | +71.9% |
| 5Y | +37.2% | -81.8% | +119.0% | +67.4% |
| 10Y | +464.3% | +65.5% | +398.9% | +308.7% |
| All | +936.2% | +751.2% | +185.0% | +493.8% |
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