-37.2%
NCLH vs EPAM
+476.6%
-513.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.7% |
| 7D | -6.5% | +2.0% | -8.4% | -7.2% |
| 30D | -23.3% | +6.5% | -29.8% | -25.5% |
| 3M | -18.6% | +19.9% | -38.5% | -24.9% |
| 6M | -26.2% | -16.9% | -9.3% | -22.9% |
| YTD | -30.2% | -42.9% | +12.6% | -17.8% |
| 1Y | -39.2% | -30.4% | -8.8% | -33.5% |
| 3Y | -5.1% | -54.7% | +49.7% | +16.1% |
| 5Y | -36.8% | -81.8% | +45.1% | -4.0% |
| 10Y | -56.3% | +65.5% | -121.7% | -68.5% |
| All | -37.2% | +476.6% | -513.7% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling