+153.6%
ECHO vs EPAM
+170.1%
-16.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +5.8% |
| 7D | -2.4% | +13.4% | -15.8% | -5.1% |
| 30D | -3.1% | +47.1% | -50.2% | -10.2% |
| 3M | +8.7% | +71.2% | -62.5% | -2.2% |
| 6M | -24.8% | +48.9% | -73.7% | -31.3% |
| YTD | -13.0% | -22.2% | +9.3% | -10.8% |
| 1Y | +33.9% | -5.2% | +39.1% | +32.4% |
| 3Y | +791.8% | -34.9% | +826.7% | +817.0% |
| 5Y | +261.7% | -77.4% | +339.1% | +330.8% |
| All | +153.6% | +170.1% | -16.6% | +51.0% |
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