+310.4%
VIAV vs EPAM
+1,040.5%
-730.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -1.6% | +13.9% | +12.6% |
| 7D | +15.0% | +9.1% | +6.0% | +12.1% |
| 30D | -29.7% | +38.5% | -68.1% | -34.8% |
| 3M | -18.3% | +61.0% | -79.2% | -27.1% |
| 6M | -37.6% | +58.0% | -95.6% | -45.3% |
| YTD | +79.5% | -23.5% | +102.9% | +82.1% |
| 1Y | +79.6% | -10.5% | +90.1% | +75.4% |
| 3Y | +310.0% | -33.8% | +343.8% | +315.6% |
| 5Y | +105.9% | -78.1% | +184.1% | +152.3% |
| 10Y | +309.0% | +157.7% | +151.2% | +155.9% |
| All | +310.4% | +1,040.5% | -730.1% | +75.8% |
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