+259.4%
ECHO vs EPAM
+751.2%
-491.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | +3.4% | +2.0% | +1.5% | +3.1% |
| 30D | +2.4% | +6.5% | -4.2% | +0.9% |
| 3M | -28.0% | +19.9% | -47.9% | -30.7% |
| 6M | -21.2% | -16.9% | -4.3% | -19.6% |
| YTD | -17.4% | -42.9% | +25.5% | -10.4% |
| 1Y | +33.6% | -30.4% | +64.0% | +39.9% |
| 3Y | +419.7% | -54.7% | +474.4% | +471.2% |
| 5Y | +241.7% | -81.8% | +323.5% | +308.6% |
| 10Y | +180.8% | +65.5% | +115.3% | +114.4% |
| All | +259.4% | +751.2% | -491.8% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling