-56.6%
NCLH vs EPAM
+157.4%
-213.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | +20.8% | +42.3% | -21.5% | +3.7% |
| 3M | -8.1% | +60.7% | -68.8% | -25.4% |
| 6M | +11.8% | +80.5% | -68.7% | -15.2% |
| YTD | -19.5% | -20.4% | +0.8% | -16.8% |
| 1Y | -3.2% | -9.6% | +6.4% | -5.1% |
| 3Y | +37.1% | -30.5% | +67.6% | +41.6% |
| 5Y | -29.9% | -75.7% | +45.8% | +2.9% |
| All | -56.6% | +157.4% | -213.9% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling