+318.8%
NVO vs EPAM
+1,091.5%
-772.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | +6.8% | +41.8% | -35.0% | +0.8% |
| 3M | -11.3% | +63.4% | -74.6% | -18.2% |
| 6M | -12.4% | +72.2% | -84.6% | -20.7% |
| YTD | -16.1% | -20.0% | +3.9% | -14.6% |
| 1Y | -15.1% | -9.0% | -6.0% | -15.2% |
| 3Y | -56.2% | -30.4% | -25.8% | -55.7% |
| 5Y | -19.4% | -75.6% | +56.2% | -9.5% |
| 10Y | +207.0% | +161.2% | +45.8% | +131.4% |
| All | +318.8% | +1,091.5% | -772.7% | +188.7% |
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 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