+122.3%
NOK vs EPAM
+1,058.6%
-936.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.5% | +3.3% |
| 7D | -10.5% | +13.4% | -23.9% | -13.1% |
| 30D | -27.9% | +47.1% | -74.9% | -33.5% |
| 3M | -18.8% | +71.2% | -89.9% | -27.6% |
| 6M | -41.9% | +48.9% | -90.9% | -47.6% |
| YTD | +18.4% | -22.2% | +40.6% | +20.4% |
| 1Y | +10.9% | -5.2% | +16.0% | +8.0% |
| 3Y | +137.9% | -34.9% | +172.8% | +141.6% |
| 5Y | +47.8% | -77.4% | +125.2% | +75.6% |
| 10Y | +116.4% | +158.1% | -41.7% | +37.4% |
| All | +122.3% | +1,058.6% | -936.3% | +10.0% |
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