+36.7%
NCLH vs EPAM
-33.7%
+70.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.9% |
| 7D | +2.0% | +13.4% | -11.4% | -2.3% |
| 30D | +19.1% | +47.1% | -28.0% | +5.1% |
| 3M | -7.5% | +71.2% | -78.7% | -22.7% |
| 6M | +1.0% | +48.9% | -48.0% | -12.8% |
| YTD | -19.7% | -22.2% | +2.5% | -13.9% |
| 1Y | -1.8% | -5.2% | +3.4% | -2.5% |
| 3Y | +36.7% | -34.9% | +71.6% | +30.1% |
| All | +36.7% | -33.7% | +70.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling