+147.0%
NOK vs EPAM
-30.1%
+177.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.6% |
| 7D | +5.4% | +2.4% | +2.9% | +5.5% |
| 30D | -14.1% | +42.3% | -56.5% | -13.5% |
| 3M | -23.6% | +60.7% | -84.2% | -23.3% |
| 6M | -45.1% | +80.5% | -125.6% | -45.1% |
| YTD | +24.7% | -20.4% | +45.1% | +33.0% |
| 1Y | +19.0% | -9.6% | +28.6% | +25.2% |
| 3Y | +147.0% | -30.5% | +177.5% | +136.8% |
| All | +147.0% | -30.1% | +177.1% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling