+0.7%
NVO vs EPAM
-81.8%
+82.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.7% | -2.2% | -2.6% | -4.5% |
| 30D | -5.4% | +17.8% | -23.2% | -7.4% |
| 3M | +7.0% | +19.9% | -12.9% | +3.8% |
| 6M | +17.6% | -21.6% | +39.2% | +20.4% |
| YTD | -8.0% | -44.0% | +36.0% | -1.9% |
| 1Y | -13.8% | -30.5% | +16.7% | -10.4% |
| 3Y | -50.3% | -56.8% | +6.5% | -46.8% |
| 5Y | +0.7% | -81.7% | +82.4% | +20.7% |
| All | +0.7% | -81.8% | +82.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling