+7.3%
AVAV vs EPAM
-77.2%
+84.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +20.6% | -30.5% | -11.5% |
| 7D | -24.3% | +23.0% | -47.3% | -25.9% |
| 30D | -28.9% | +51.6% | -80.5% | -31.8% |
| 3M | -39.3% | +50.8% | -90.1% | -41.9% |
| 6M | -38.8% | +51.1% | -89.9% | -41.7% |
| YTD | -57.8% | -19.1% | -38.7% | -57.3% |
| 1Y | -70.9% | +3.0% | -73.9% | -71.3% |
| 3Y | -14.8% | -31.2% | +16.4% | -14.2% |
| 5Y | +7.3% | -76.5% | +83.8% | +16.5% |
| All | +7.3% | -77.2% | +84.5% | +16.5% |
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 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