+330.2%
RCL vs EPAM
+158.4%
+171.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.6% | -4.1% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +14.4% | +41.8% | -27.5% | +1.0% |
| 3M | +5.2% | +63.4% | -58.2% | -11.9% |
| 6M | +26.1% | +72.2% | -46.1% | +1.6% |
| YTD | +17.4% | -20.0% | +37.4% | +20.6% |
| 1Y | +24.7% | -9.0% | +33.7% | +22.4% |
| 3Y | +250.9% | -30.4% | +281.3% | +258.2% |
| 5Y | +293.8% | -75.6% | +369.4% | +441.2% |
| All | +330.2% | +158.4% | +171.8% | +98.1% |
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 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