+380.1%
NVO vs EPAM
+751.2%
-371.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +2.2% | +2.0% | +0.2% | +1.9% |
| 30D | +6.0% | +6.5% | -0.5% | +4.6% |
| 3M | +7.9% | +19.9% | -12.1% | +4.1% |
| 6M | +27.1% | -16.9% | +44.0% | +29.4% |
| YTD | -3.8% | -42.9% | +39.0% | +3.7% |
| 1Y | -12.8% | -30.4% | +17.5% | -9.0% |
| 3Y | -46.3% | -54.7% | +8.4% | -41.8% |
| 5Y | +3.6% | -81.8% | +85.4% | +22.1% |
| 10Y | +157.0% | +65.5% | +91.6% | +108.1% |
| All | +380.1% | +751.2% | -371.1% | +250.5% |
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