-100.0%
DFNS vs EPAM
-76.2%
-23.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.5% | +12.9% |
| 7D | -13.0% | +18.5% | -31.5% | -16.5% |
| 30D | -56.9% | +44.0% | -100.9% | -60.3% |
| 3M | -93.2% | +63.0% | -156.2% | -94.0% |
| 6M | -95.4% | +67.3% | -162.7% | -96.0% |
| YTD | -99.5% | -20.5% | -79.0% | -99.5% |
| 1Y | -99.6% | -9.6% | -90.0% | -99.7% |
| 3Y | -100.0% | -30.8% | -69.1% | -100.0% |
| 5Y | -100.0% | -75.6% | -24.3% | -100.0% |
| All | -100.0% | -76.2% | -23.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling