-25.7%
NCLH vs EPAM
+672.5%
-698.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.4% |
| 7D | +2.7% | +9.1% | -6.3% | -1.5% |
| 30D | +18.4% | +38.5% | -20.1% | +4.0% |
| 3M | -4.3% | +61.0% | -65.2% | -20.8% |
| 6M | +7.9% | +58.0% | -50.1% | -11.9% |
| YTD | -17.4% | -23.5% | +6.0% | -13.8% |
| 1Y | -3.4% | -10.5% | +7.2% | -4.8% |
| 3Y | +44.4% | -33.8% | +78.3% | +51.8% |
| 5Y | -33.7% | -78.1% | +44.4% | -6.3% |
| 10Y | -48.1% | +157.7% | -205.8% | -68.0% |
| All | -25.7% | +672.5% | -698.2% | -61.2% |
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