+144.9%
ECHO vs EPAM
+157.4%
-12.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | +2.4% | +3.3% | +5.3% |
| 30D | +13.8% | +42.3% | -28.5% | +6.3% |
| 3M | +9.1% | +60.7% | -51.6% | -0.7% |
| 6M | -24.9% | +80.5% | -105.4% | -33.7% |
| YTD | -8.0% | -20.4% | +12.4% | -6.1% |
| 1Y | +42.9% | -9.6% | +52.5% | +42.5% |
| 3Y | +926.7% | -30.5% | +957.2% | +943.8% |
| 5Y | +230.4% | -75.7% | +306.1% | +287.0% |
| All | +144.9% | +157.4% | -12.5% | +46.5% |
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 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