+357.8%
AVAV vs EPAM
+751.2%
-393.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -29.2% | +19.9% | -49.2% | -32.4% |
| 6M | -36.1% | -16.9% | -19.2% | -34.6% |
| YTD | -40.2% | -42.9% | +2.7% | -34.6% |
| 1Y | -36.2% | -30.4% | -5.8% | -33.3% |
| 3Y | +47.5% | -54.7% | +102.3% | +62.6% |
| 5Y | +39.3% | -81.8% | +121.1% | +74.4% |
| 10Y | +482.6% | +65.5% | +417.1% | +305.9% |
| All | +357.8% | +751.2% | -393.4% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling