-55.3%
NCLH vs EPAM
+65.2%
-120.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -20.1% | +18.4% | -38.4% | -25.3% |
| 3M | -17.0% | +19.2% | -36.3% | -24.0% |
| 6M | -23.2% | -21.0% | -2.3% | -17.8% |
| YTD | -31.0% | -43.7% | +12.7% | -16.8% |
| 1Y | -37.3% | -29.9% | -7.4% | -31.1% |
| 3Y | -5.6% | -56.5% | +51.0% | +19.6% |
| 5Y | -37.0% | -81.7% | +44.7% | +2.8% |
| 10Y | -55.3% | +64.5% | -119.8% | -75.2% |
| All | -55.3% | +65.2% | -120.5% | -75.2% |
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