+40.4%
AVAV vs EPAM
-81.9%
+122.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | -13.9% | +6.5% | -20.5% | -14.6% |
| 3M | -29.2% | +19.9% | -49.2% | -30.9% |
| 6M | -36.1% | -16.9% | -19.2% | -35.3% |
| YTD | -40.2% | -42.9% | +2.7% | -37.4% |
| 1Y | -36.2% | -30.4% | -5.8% | -34.6% |
| 3Y | +47.5% | -54.7% | +102.3% | +54.8% |
| All | +40.4% | -81.9% | +122.3% | +53.6% |
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