-48.1%
NCLH vs EPAM
+163.7%
-211.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.4% |
| 7D | +2.7% | +9.1% | -6.3% | -2.0% |
| 30D | +18.4% | +38.5% | -20.1% | +2.7% |
| 3M | -4.3% | +61.0% | -65.2% | -22.3% |
| 6M | +7.9% | +58.0% | -50.1% | -13.7% |
| YTD | -17.4% | -23.5% | +6.0% | -13.3% |
| 1Y | -3.4% | -10.5% | +7.2% | -5.0% |
| 3Y | +44.4% | -33.8% | +78.3% | +52.2% |
| 5Y | -33.7% | -78.1% | +44.4% | +2.7% |
| 10Y | -48.1% | +157.7% | -205.8% | -76.5% |
| All | -48.1% | +163.7% | -211.8% | -76.5% |
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 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