+42.9%
ECHO vs EPAM
-8.3%
+51.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +5.7% | +2.4% | +3.3% | +5.6% |
| 30D | +13.8% | +42.3% | -28.5% | +10.1% |
| 3M | +9.1% | +60.7% | -51.6% | +3.1% |
| 6M | -24.9% | +80.5% | -105.4% | -31.1% |
| YTD | -8.0% | -20.4% | +12.4% | +15.1% |
| 1Y | +42.9% | -9.6% | +52.5% | +56.7% |
| All | +42.9% | -8.3% | +51.2% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling