+297.9%
VIAV vs EPAM
+1,093.7%
-795.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.9% |
| 7D | +3.2% | +18.8% | -15.6% | -0.9% |
| 30D | -31.8% | +44.9% | -76.7% | -37.3% |
| 3M | -16.6% | +68.6% | -85.2% | -26.2% |
| 6M | -39.4% | +65.4% | -104.9% | -47.4% |
| YTD | +74.0% | -19.9% | +93.9% | +75.1% |
| 1Y | +70.8% | -10.0% | +80.8% | +67.0% |
| 3Y | +295.5% | -30.3% | +325.8% | +296.9% |
| 5Y | +103.3% | -75.7% | +179.0% | +142.5% |
| 10Y | +300.1% | +167.2% | +132.9% | +148.7% |
| All | +297.9% | +1,093.7% | -795.8% | +69.0% |
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