-100.0%
DFNS vs EPAM
-33.7%
-66.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.9% | -8.4% | -10.6% |
| 7D | -44.0% | +13.4% | -57.4% | -48.5% |
| 30D | -69.1% | +47.1% | -116.2% | -75.3% |
| 3M | -95.6% | +71.2% | -166.8% | -96.9% |
| 6M | -96.2% | +48.9% | -145.1% | -97.2% |
| YTD | -99.6% | -22.2% | -77.4% | -99.6% |
| 1Y | -99.7% | -5.2% | -94.6% | -99.8% |
| 3Y | -100.0% | -34.9% | -65.0% | -100.0% |
| All | -100.0% | -33.7% | -66.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling