+347.3%
VIAV vs EPAM
+751.2%
-403.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.0% | +4.1% |
| 7D | -4.6% | +2.0% | -6.5% | -5.0% |
| 30D | -10.4% | +6.5% | -16.9% | -12.2% |
| 3M | -34.5% | +19.9% | -54.4% | -38.1% |
| 6M | +7.0% | -16.9% | +23.9% | +8.6% |
| YTD | +95.6% | -42.9% | +138.5% | +113.6% |
| 1Y | +197.2% | -30.4% | +227.6% | +208.1% |
| 3Y | +232.0% | -54.7% | +286.7% | +269.7% |
| 5Y | +102.2% | -81.8% | +184.0% | +157.3% |
| 10Y | +344.6% | +65.5% | +279.2% | +208.2% |
| All | +347.3% | +751.2% | -403.9% | +106.2% |
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