+39.6%
DUK vs EPAM
-81.7%
+121.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | -2.0% | +18.4% | -20.4% | -2.2% |
| 3M | +0.2% | +19.2% | -19.0% | 0.0% |
| 6M | -6.9% | -21.0% | +14.1% | -6.8% |
| YTD | +6.1% | -43.7% | +49.9% | +6.5% |
| 1Y | +4.4% | -29.9% | +34.3% | +4.4% |
| 3Y | +49.1% | -56.5% | +105.7% | +50.0% |
| 5Y | +39.6% | -81.7% | +121.2% | +38.4% |
| All | +39.6% | -81.7% | +121.3% | +38.4% |
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