+19.6%
AVAV vs EPAM
-77.4%
+97.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.9% | +14.3% | +10.8% |
| 7D | -10.6% | +13.4% | -24.0% | -11.8% |
| 30D | -18.8% | +47.1% | -65.9% | -22.0% |
| 3M | -34.1% | +71.2% | -105.3% | -37.7% |
| 6M | -35.3% | +48.9% | -84.3% | -38.4% |
| YTD | -53.4% | -22.2% | -31.1% | -52.7% |
| 1Y | -65.6% | -5.2% | -60.5% | -65.9% |
| 3Y | -5.1% | -34.9% | +29.9% | -4.0% |
| All | +19.6% | -77.4% | +97.0% | +13.1% |
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