+281.6%
RCL vs EPAM
-78.1%
+359.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +5.0% | +9.1% | -4.1% | +2.1% |
| 30D | +19.4% | +38.5% | -19.1% | +9.3% |
| 3M | +5.9% | +61.0% | -55.0% | -7.1% |
| 6M | +23.8% | +58.0% | -34.2% | +7.4% |
| YTD | +22.8% | -23.5% | +46.3% | +27.7% |
| 1Y | +34.3% | -10.5% | +44.8% | +33.7% |
| 3Y | +276.4% | -33.8% | +310.3% | +289.7% |
| 5Y | +281.6% | -78.1% | +359.7% | +387.1% |
| All | +281.6% | -78.1% | +359.6% | +387.1% |
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 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