-25.3%
NCLH vs EPAM
+708.6%
-733.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -1.2% |
| 7D | +6.3% | +18.8% | -12.5% | -1.2% |
| 30D | +18.9% | +44.9% | -26.1% | +2.8% |
| 3M | -0.2% | +68.6% | -68.8% | -18.7% |
| 6M | +8.4% | +65.4% | -57.0% | -12.9% |
| YTD | -17.1% | -19.9% | +2.8% | -14.8% |
| 1Y | -2.8% | -10.0% | +7.2% | -4.3% |
| 3Y | +40.4% | -30.3% | +70.7% | +44.9% |
| 5Y | -30.8% | -75.7% | +44.9% | -6.1% |
| 10Y | -51.3% | +167.2% | -218.4% | -70.3% |
| All | -25.3% | +708.6% | -733.9% | -61.7% |
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