+159.8%
ECHO vs EPAM
+168.6%
-8.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +2.2% |
| 7D | +2.2% | +18.8% | -16.6% | -1.3% |
| 30D | +9.8% | +44.9% | -35.1% | +2.2% |
| 3M | +16.8% | +68.6% | -51.7% | +5.4% |
| 6M | -18.1% | +65.4% | -83.5% | -26.6% |
| YTD | -4.2% | -19.9% | +15.7% | -2.3% |
| 1Y | +41.2% | -10.0% | +51.2% | +41.0% |
| 3Y | +943.7% | -30.3% | +973.9% | +960.6% |
| 5Y | +277.5% | -75.7% | +353.2% | +342.5% |
| 10Y | +159.8% | +167.2% | -7.4% | +54.4% |
| All | +159.8% | +168.6% | -8.9% | +54.4% |
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 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