+123.7%
NOK vs EPAM
+168.6%
-45.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.1% |
| 7D | -2.7% | +18.8% | -21.5% | -6.1% |
| 30D | -20.4% | +44.9% | -65.3% | -26.0% |
| 3M | -9.6% | +68.6% | -78.2% | -18.8% |
| 6M | -35.6% | +65.4% | -101.1% | -42.8% |
| YTD | +27.5% | -19.9% | +47.4% | +29.9% |
| 1Y | +18.4% | -10.0% | +28.4% | +17.5% |
| 3Y | +151.8% | -30.3% | +182.1% | +153.6% |
| 5Y | +61.1% | -75.7% | +136.8% | +94.5% |
| 10Y | +123.7% | +167.2% | -43.5% | +27.9% |
| All | +123.7% | +168.6% | -45.0% | +27.9% |
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