+319.3%
NVO vs EPAM
+1,093.7%
-774.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.3% |
| 7D | +1.3% | +18.8% | -17.5% | -1.8% |
| 30D | +5.3% | +44.9% | -39.6% | -0.9% |
| 3M | -13.6% | +68.6% | -82.2% | -20.8% |
| 6M | -10.5% | +65.4% | -75.9% | -18.5% |
| YTD | -16.0% | -19.9% | +3.9% | -14.5% |
| 1Y | -7.0% | -10.0% | +3.0% | -7.0% |
| 3Y | -56.1% | -30.3% | -25.9% | -55.7% |
| 5Y | -19.0% | -75.7% | +56.7% | -9.0% |
| 10Y | +203.7% | +167.2% | +36.5% | +128.2% |
| All | +319.3% | +1,093.7% | -774.5% | +189.0% |
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