+258.3%
AVAV vs EPAM
+899.0%
-640.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.8% | -8.2% |
| 7D | -10.1% | +0.8% | -10.9% | -10.3% |
| 30D | -18.7% | +24.9% | -43.6% | -22.3% |
| 3M | -33.0% | +22.6% | -55.6% | -36.1% |
| 6M | -37.2% | +24.2% | -61.4% | -40.7% |
| YTD | -53.2% | -33.0% | -20.2% | -50.6% |
| 1Y | -69.0% | -13.3% | -55.7% | -68.9% |
| 3Y | -5.5% | -42.9% | +37.4% | -0.7% |
| 5Y | +20.1% | -80.8% | +100.9% | +50.4% |
| 10Y | +371.8% | +122.5% | +249.3% | +210.2% |
| All | +258.3% | +899.0% | -640.7% | +81.4% |
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 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