+197.7%
ECL vs EPAM
+163.7%
+34.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | -0.5% | +9.1% | -9.6% | -2.6% |
| 30D | +8.8% | +38.5% | -29.6% | +1.9% |
| 3M | +7.8% | +61.0% | -53.1% | -2.1% |
| 6M | +21.3% | +58.0% | -36.7% | +9.3% |
| YTD | +17.8% | -23.5% | +41.2% | +20.7% |
| 1Y | +21.1% | -10.5% | +31.6% | +20.1% |
| 3Y | +80.1% | -33.8% | +113.9% | +82.1% |
| 5Y | +40.5% | -78.1% | +118.6% | +73.5% |
| 10Y | +197.7% | +157.7% | +40.0% | +85.3% |
| All | +197.7% | +163.7% | +34.1% | +85.3% |
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