+159.0%
ECHO vs EPAM
+163.7%
-4.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.6% | +8.5% | +7.2% |
| 7D | +3.0% | +9.1% | -6.0% | +0.8% |
| 30D | +6.7% | +38.5% | -31.8% | 0.0% |
| 3M | +12.4% | +61.0% | -48.6% | +2.1% |
| 6M | -20.4% | +58.0% | -78.5% | -28.1% |
| YTD | -6.9% | -23.5% | +16.5% | -4.4% |
| 1Y | +37.7% | -10.5% | +48.3% | +37.5% |
| 3Y | +902.9% | -33.8% | +936.7% | +927.8% |
| 5Y | +275.3% | -78.1% | +353.5% | +350.2% |
| 10Y | +159.0% | +157.7% | +1.3% | +54.2% |
| All | +159.0% | +163.7% | -4.7% | +54.2% |
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