+246.2%
DUK vs EPAM
+751.2%
-505.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -1.7% | +6.5% | -8.2% | -2.2% |
| 3M | -0.4% | +19.9% | -20.4% | -1.8% |
| 6M | -7.2% | -16.9% | +9.7% | -6.6% |
| YTD | +5.3% | -42.9% | +48.1% | +8.1% |
| 1Y | +3.0% | -30.4% | +33.3% | +4.2% |
| 3Y | +53.1% | -54.7% | +107.8% | +57.6% |
| 5Y | +37.9% | -81.8% | +119.7% | +49.0% |
| 10Y | +124.8% | +65.5% | +59.4% | +98.6% |
| All | +246.2% | +751.2% | -505.0% | +194.1% |
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 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