+241.6%
ECHO vs EPAM
-81.9%
+323.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +3.4% | +2.0% | +1.5% | +3.1% |
| 30D | +2.4% | +6.5% | -4.2% | +1.2% |
| 3M | -28.0% | +19.9% | -47.9% | -30.2% |
| 6M | -21.2% | -16.9% | -4.3% | -19.7% |
| YTD | -17.4% | -42.9% | +25.5% | -11.4% |
| 1Y | +33.6% | -30.4% | +64.0% | +39.4% |
| 3Y | +419.7% | -54.7% | +474.4% | +458.8% |
| All | +241.6% | -81.9% | +323.5% | +262.5% |
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