-100.0%
DFNS vs EPAM
-36.8%
-63.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -42.8% | +9.1% | -51.9% | -46.4% |
| 30D | -67.6% | +38.5% | -106.0% | -73.2% |
| 3M | -94.9% | +61.0% | -155.8% | -96.2% |
| 6M | -96.7% | +58.0% | -154.8% | -97.6% |
| YTD | -99.6% | -23.5% | -76.2% | -99.7% |
| 1Y | -99.7% | -10.5% | -89.2% | -99.8% |
| 3Y | -100.0% | -33.8% | -66.1% | -100.0% |
| All | -100.0% | -36.8% | -63.2% | -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