+308.9%
AVAV vs EPAM
+157.4%
+151.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | -2.6% | +42.3% | -44.9% | -9.9% |
| 3M | -38.0% | +60.7% | -98.6% | -44.1% |
| 6M | -27.0% | +80.5% | -107.5% | -36.6% |
| YTD | -51.4% | -20.4% | -31.0% | -50.6% |
| 1Y | -60.2% | -9.6% | -50.6% | -60.6% |
| 3Y | -6.7% | -30.5% | +23.8% | -6.1% |
| 5Y | +28.3% | -75.7% | +104.0% | +62.0% |
| All | +308.9% | +157.4% | +151.5% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling