+78.2%
ECL vs EPAM
-30.1%
+108.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.9% | +2.4% | +0.4% | +2.7% |
| 30D | +7.5% | +42.3% | -34.8% | +4.9% |
| 3M | +12.2% | +60.7% | -48.4% | +8.5% |
| 6M | +24.6% | +80.5% | -55.9% | +19.0% |
| YTD | +18.8% | -20.4% | +39.1% | +19.6% |
| 1Y | +19.3% | -9.6% | +28.9% | +19.0% |
| 3Y | +78.2% | -30.5% | +108.7% | +68.2% |
| All | +78.2% | -30.1% | +108.3% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling