+268.0%
DUK vs EPAM
+1,058.6%
-790.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.5% |
| 7D | +0.3% | +13.4% | -13.1% | -0.5% |
| 30D | +10.6% | +47.1% | -36.4% | +8.1% |
| 3M | +4.0% | +71.2% | -67.1% | +0.6% |
| 6M | +3.6% | +48.9% | -45.4% | +0.7% |
| YTD | +11.9% | -22.2% | +34.1% | +12.6% |
| 1Y | +6.7% | -5.2% | +11.8% | +6.0% |
| 3Y | +59.4% | -34.9% | +94.4% | +60.4% |
| 5Y | +52.4% | -77.4% | +129.8% | +63.3% |
| 10Y | +148.2% | +158.1% | -9.9% | +113.9% |
| All | +268.0% | +1,058.6% | -790.6% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling