+791.8%
ECHO vs EPAM
-33.7%
+825.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +16.0% | -20.0% | -6.8% |
| 7D | -2.4% | +13.4% | -15.8% | -4.9% |
| 30D | -3.1% | +47.1% | -50.2% | -10.6% |
| 3M | +8.7% | +71.2% | -62.5% | -3.5% |
| 6M | -24.8% | +48.9% | -73.7% | -31.6% |
| YTD | -13.0% | -22.2% | +9.3% | -6.6% |
| 1Y | +33.9% | -5.2% | +39.1% | +36.8% |
| 3Y | +791.8% | -34.9% | +826.7% | +747.1% |
| All | +791.8% | -33.7% | +825.5% | +747.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling