+269.1%
RCL vs EPAM
-31.1%
+300.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.8% | -7.1% |
| 7D | +3.9% | +23.0% | -19.1% | -0.8% |
| 30D | +11.8% | +51.6% | -39.8% | +1.7% |
| 3M | -0.8% | +50.8% | -51.7% | -10.4% |
| 6M | +23.6% | +51.1% | -27.5% | +11.1% |
| YTD | +17.6% | -19.1% | +36.7% | +23.9% |
| 1Y | +28.3% | +3.0% | +25.3% | +25.5% |
| All | +269.1% | -31.1% | +300.2% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling