+49.1%
DUK vs EPAM
-56.4%
+105.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | -2.0% | +18.4% | -20.4% | -2.0% |
| 3M | +0.2% | +19.2% | -19.0% | +0.2% |
| 6M | -6.9% | -21.0% | +14.1% | -7.3% |
| YTD | +6.1% | -43.7% | +49.9% | +5.5% |
| 1Y | +4.4% | -29.9% | +34.3% | +3.7% |
| 3Y | +49.1% | -56.5% | +105.7% | +51.3% |
| All | +49.1% | -56.4% | +105.5% | +51.3% |
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