+141.2%
NVO vs EPAM
+69.2%
+71.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.4% | -4.5% | -2.9% | -6.7% |
| 30D | -5.5% | +14.6% | -20.1% | -7.6% |
| 3M | +4.1% | +23.1% | -19.0% | -0.3% |
| 6M | +19.3% | -19.5% | +38.8% | +22.3% |
| YTD | -9.2% | -44.1% | +34.9% | -1.1% |
| 1Y | -15.0% | -25.2% | +10.2% | -11.8% |
| 3Y | -50.9% | -56.8% | +6.0% | -46.0% |
| 5Y | -0.9% | -81.7% | +80.9% | +21.0% |
| All | +141.2% | +69.2% | +71.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling