+1,150.4%
RCL vs EPAM
+1,105.1%
+45.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.8% | -9.0% |
| 7D | +3.9% | +23.0% | -19.1% | -3.0% |
| 30D | +11.8% | +51.6% | -39.8% | -2.1% |
| 3M | -0.8% | +50.8% | -51.7% | -13.9% |
| 6M | +23.6% | +51.1% | -27.5% | +5.8% |
| YTD | +17.6% | -19.1% | +36.7% | +20.0% |
| 1Y | +28.3% | +3.0% | +25.3% | +21.3% |
| 3Y | +261.4% | -31.2% | +292.6% | +270.2% |
| 5Y | +245.3% | -76.5% | +321.8% | +346.1% |
| 10Y | +381.8% | +168.4% | +213.4% | +195.8% |
| All | +1,150.4% | +1,105.1% | +45.3% | +498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling