+162.6%
DUK vs EPAM
+157.4%
+5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.9% | +2.4% | -0.5% | +1.8% |
| 30D | +8.9% | +42.3% | -33.5% | +6.3% |
| 3M | +5.6% | +60.7% | -55.1% | +2.1% |
| 6M | +7.0% | +80.5% | -73.5% | +2.3% |
| YTD | +14.0% | -20.4% | +34.4% | +14.8% |
| 1Y | +9.1% | -9.6% | +18.7% | +8.7% |
| 3Y | +67.6% | -30.5% | +98.1% | +68.0% |
| 5Y | +56.6% | -75.7% | +132.3% | +73.8% |
| All | +162.6% | +157.4% | +5.2% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling