+262.5%
ECHO vs EPAM
-77.4%
+340.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +16.0% | -20.0% | -6.1% |
| 7D | -2.4% | +13.4% | -15.8% | -4.2% |
| 30D | -3.1% | +47.1% | -50.2% | -8.4% |
| 3M | +8.7% | +71.2% | -62.5% | +0.3% |
| 6M | -24.8% | +48.9% | -73.7% | -29.7% |
| YTD | -13.0% | -22.2% | +9.3% | -10.7% |
| 1Y | +33.9% | -5.2% | +39.1% | +33.7% |
| 3Y | +791.8% | -34.9% | +826.7% | +813.7% |
| All | +262.5% | -77.4% | +340.0% | +274.1% |
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