+500.7%
AVAV vs EPAM
+65.3%
+435.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.3% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | -13.9% | +6.5% | -20.5% | -15.4% |
| 3M | -29.2% | +19.9% | -49.2% | -32.5% |
| 6M | -36.1% | -16.9% | -19.2% | -34.5% |
| YTD | -40.2% | -42.9% | +2.7% | -34.3% |
| 1Y | -36.2% | -30.4% | -5.8% | -33.1% |
| 3Y | +47.5% | -54.7% | +102.3% | +63.4% |
| 5Y | +39.3% | -81.8% | +121.1% | +85.2% |
| All | +500.7% | +65.3% | +435.4% | +185.4% |
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