+151.6%
ECL vs EPAM
+65.3%
+86.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -2.6% | +2.0% | -4.6% | -3.0% |
| 30D | -2.2% | +6.5% | -8.7% | -3.7% |
| 3M | +10.1% | +19.9% | -9.8% | +5.5% |
| 6M | -5.7% | -16.9% | +11.2% | -3.6% |
| YTD | +7.0% | -42.9% | +49.8% | +16.6% |
| 1Y | +2.7% | -30.4% | +33.0% | +7.1% |
| 3Y | +57.7% | -54.7% | +112.4% | +72.8% |
| 5Y | +31.1% | -81.8% | +112.9% | +65.9% |
| All | +151.6% | +65.3% | +86.3% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling