+943.7%
ECHO vs EPAM
-31.2%
+974.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +2.3% |
| 7D | +2.2% | +18.8% | -16.6% | -1.1% |
| 30D | +9.8% | +44.9% | -35.1% | +2.0% |
| 3M | +16.8% | +68.6% | -51.7% | +4.5% |
| 6M | -18.1% | +65.4% | -83.5% | -27.2% |
| YTD | -4.2% | -19.9% | +15.7% | +2.3% |
| 1Y | +41.2% | -10.0% | +51.2% | +46.6% |
| 3Y | +943.7% | -30.3% | +973.9% | +870.9% |
| All | +943.7% | -31.2% | +974.9% | +870.9% |
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