+132.0%
NOK vs EPAM
-32.1%
+164.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.0% |
| 7D | +7.3% | -0.9% | +8.1% | +7.2% |
| 30D | +13.8% | +18.4% | -4.6% | +16.0% |
| 3M | -27.0% | +19.2% | -46.2% | -24.2% |
| 6M | +37.6% | -21.0% | +58.5% | +41.5% |
| YTD | +64.6% | -43.7% | +108.3% | +69.2% |
| 1Y | +132.0% | -29.9% | +161.9% | +154.1% |
| All | +132.0% | -32.1% | +164.1% | +154.1% |
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