+409.3%
EQNR vs EPAM
+74.2%
+335.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.0% |
| 7D | +6.4% | +0.7% | +5.7% | +6.3% |
| 30D | +10.4% | +17.6% | -7.2% | +8.3% |
| 3M | +23.1% | +27.1% | -4.0% | +19.0% |
| 6M | +36.3% | -17.0% | +53.2% | +38.2% |
| YTD | +96.0% | -42.4% | +138.4% | +106.3% |
| 1Y | +94.2% | -25.3% | +119.5% | +97.4% |
| 3Y | +75.3% | -55.7% | +131.0% | +85.9% |
| 5Y | +187.2% | -81.2% | +268.4% | +239.9% |
| All | +409.3% | +74.2% | +335.0% | +239.4% |
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