+249.6%
ECHO vs EPAM
-76.2%
+325.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +3.6% | +18.5% | -14.9% | +1.0% |
| 30D | +7.5% | +44.0% | -36.6% | +1.8% |
| 3M | +16.2% | +63.0% | -46.8% | +7.7% |
| 6M | -20.9% | +67.3% | -88.1% | -27.4% |
| YTD | -6.0% | -20.5% | +14.5% | -3.9% |
| 1Y | +43.4% | -9.6% | +53.0% | +44.0% |
| 3Y | +924.0% | -30.8% | +954.9% | +940.8% |
| 5Y | +249.6% | -75.6% | +325.3% | +268.1% |
| All | +249.6% | -76.2% | +325.8% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling