+57.3%
NOK vs EPAM
-78.1%
+135.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +6.9% |
| 7D | -1.4% | +9.1% | -10.5% | -2.7% |
| 30D | -21.0% | +38.5% | -59.5% | -24.4% |
| 3M | -12.6% | +61.0% | -73.6% | -18.4% |
| 6M | -36.2% | +58.0% | -94.2% | -40.8% |
| YTD | +26.4% | -23.5% | +49.9% | +30.6% |
| 1Y | +19.6% | -10.5% | +30.1% | +20.1% |
| 3Y | +152.6% | -33.8% | +186.4% | +159.3% |
| 5Y | +57.3% | -78.1% | +135.4% | +80.5% |
| All | +57.3% | -78.1% | +135.3% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling