-98.3%
DFNS vs EPAM
-32.1%
-66.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +2.7% |
| 7D | -16.0% | +2.0% | -17.9% | -17.4% |
| 30D | -77.7% | +6.5% | -84.2% | -79.8% |
| 3M | -77.2% | +19.9% | -97.1% | -82.3% |
| 6M | -95.2% | -16.9% | -78.2% | -95.8% |
| YTD | -98.0% | -42.9% | -55.1% | -98.0% |
| 1Y | -98.3% | -30.4% | -67.9% | -98.1% |
| All | -98.3% | -32.1% | -66.1% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling