+281.1%
EQNR vs EPAM
+734.0%
-453.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.3% |
| 7D | +3.8% | -2.2% | +5.9% | +4.0% |
| 30D | +11.4% | +17.8% | -6.4% | +9.4% |
| 3M | +24.8% | +19.9% | +4.9% | +21.6% |
| 6M | +42.3% | -21.6% | +63.9% | +45.0% |
| YTD | +97.9% | -44.0% | +141.9% | +108.3% |
| 1Y | +95.9% | -30.5% | +126.4% | +100.5% |
| 3Y | +77.3% | -56.8% | +134.1% | +87.8% |
| 5Y | +195.3% | -81.7% | +277.0% | +235.2% |
| 10Y | +420.4% | +68.4% | +352.0% | +301.6% |
| All | +281.1% | +734.0% | -453.0% | +151.0% |
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 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