+366.9%
RCL vs EPAM
+167.8%
+199.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.6% |
| 7D | +8.5% | +18.8% | -10.3% | +1.7% |
| 30D | +20.4% | +44.9% | -24.5% | +5.6% |
| 3M | +11.0% | +68.6% | -57.6% | -8.0% |
| 6M | +24.9% | +65.4% | -40.6% | +2.0% |
| YTD | +23.9% | -19.9% | +43.7% | +27.2% |
| 1Y | +30.8% | -10.0% | +40.8% | +29.0% |
| 3Y | +270.4% | -30.3% | +300.7% | +277.8% |
| 5Y | +296.1% | -75.7% | +371.8% | +445.3% |
| All | +366.9% | +167.8% | +199.1% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling