-41.5%
NCLH vs EPAM
-30.2%
-11.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.6% | -2.2% | -2.5% | -4.2% |
| 30D | -19.9% | +17.8% | -37.7% | -22.9% |
| 3M | -22.0% | +19.9% | -41.9% | -25.2% |
| 6M | -28.3% | -21.6% | -6.7% | -23.2% |
| YTD | -33.5% | -44.0% | +10.6% | -22.8% |
| 1Y | -41.5% | -30.5% | -11.0% | -39.9% |
| All | -41.5% | -30.2% | -11.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling