+123.8%
NOK vs EPAM
+163.7%
-39.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.0% |
| 7D | -1.4% | +9.1% | -10.5% | -3.5% |
| 30D | -21.0% | +38.5% | -59.5% | -26.1% |
| 3M | -12.6% | +61.0% | -73.6% | -20.8% |
| 6M | -36.2% | +58.0% | -94.2% | -42.9% |
| YTD | +26.4% | -23.5% | +49.9% | +29.7% |
| 1Y | +19.6% | -10.5% | +30.1% | +18.5% |
| 3Y | +152.6% | -33.8% | +186.4% | +156.7% |
| 5Y | +57.3% | -78.1% | +135.4% | +94.9% |
| 10Y | +123.8% | +157.7% | -33.9% | +28.5% |
| All | +123.8% | +163.7% | -39.9% | +28.5% |
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