-49.6%
NVO vs EPAM
-56.4%
+6.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -3.2% | +18.4% | -21.6% | -5.9% |
| 3M | +11.5% | +19.2% | -7.7% | +7.1% |
| 6M | +22.9% | -21.0% | +43.8% | +27.4% |
| YTD | -6.8% | -43.7% | +36.9% | +2.7% |
| 1Y | -12.6% | -29.9% | +17.2% | -6.8% |
| 3Y | -49.6% | -56.5% | +7.0% | -43.7% |
| All | -49.6% | -56.4% | +6.8% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling