+118.0%
NOK vs EPAM
-32.1%
+150.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.0% | +2.4% |
| 7D | -1.8% | +2.0% | -3.7% | -1.5% |
| 30D | +4.7% | +6.5% | -1.8% | +5.7% |
| 3M | -39.7% | +19.9% | -59.6% | -37.2% |
| 6M | +23.1% | -16.9% | +40.0% | +26.8% |
| YTD | +55.0% | -42.9% | +97.9% | +59.4% |
| 1Y | +118.0% | -30.4% | +148.4% | +138.2% |
| All | +118.0% | -32.1% | +150.2% | +138.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling