-14.0%
NVO vs EPAM
-29.5%
+15.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.7% | -2.2% | -2.6% | -4.3% |
| 30D | -5.4% | +17.8% | -23.2% | -8.5% |
| 3M | +7.0% | +19.9% | -12.9% | +1.2% |
| 6M | +17.6% | -21.6% | +39.2% | +28.5% |
| YTD | -8.0% | -44.0% | +36.0% | +14.3% |
| All | -14.0% | -29.5% | +15.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling