+31.6%
RCL vs EPAM
-4.9%
+36.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +1.6% |
| 7D | +6.5% | +13.4% | -6.9% | +5.4% |
| 30D | +15.9% | +47.1% | -31.2% | +11.3% |
| 3M | +2.7% | +71.2% | -68.5% | -3.7% |
| 6M | +15.2% | +48.9% | -33.7% | +11.0% |
| YTD | +19.2% | -22.2% | +41.5% | +23.7% |
| 1Y | +31.6% | -5.2% | +36.8% | +20.4% |
| All | +31.6% | -4.9% | +36.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling