+137.4%
NOK vs EPAM
+1,040.5%
-903.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.1% |
| 7D | -1.4% | +9.1% | -10.5% | -3.7% |
| 30D | -21.0% | +38.5% | -59.5% | -26.3% |
| 3M | -12.6% | +61.0% | -73.6% | -21.2% |
| 6M | -36.2% | +58.0% | -94.2% | -43.2% |
| YTD | +26.4% | -23.5% | +49.9% | +28.9% |
| 1Y | +19.6% | -10.5% | +30.1% | +17.9% |
| 3Y | +152.6% | -33.8% | +186.4% | +155.2% |
| 5Y | +57.3% | -78.1% | +135.4% | +88.2% |
| 10Y | +123.8% | +157.7% | -33.9% | +42.0% |
| All | +137.4% | +1,040.5% | -903.1% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling