+234.8%
RCL vs EPAM
-81.9%
+316.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.4% |
| 7D | -5.1% | +2.0% | -7.0% | -5.6% |
| 30D | -19.0% | +6.5% | -25.5% | -20.7% |
| 3M | -9.6% | +19.9% | -29.5% | -14.6% |
| 6M | -6.7% | -16.9% | +10.2% | -3.5% |
| YTD | -3.9% | -42.9% | +39.0% | +8.3% |
| 1Y | -25.1% | -30.4% | +5.3% | -20.2% |
| 3Y | +179.1% | -54.7% | +233.8% | +220.1% |
| All | +234.8% | -81.9% | +316.7% | +329.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling