+37.8%
ECL vs EPAM
-77.4%
+115.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.2% |
| 7D | -0.8% | +13.4% | -14.1% | -2.6% |
| 30D | +8.1% | +47.1% | -39.0% | +2.5% |
| 3M | +6.4% | +71.2% | -64.8% | -1.4% |
| 6M | +14.8% | +48.9% | -34.2% | +7.6% |
| YTD | +15.5% | -22.2% | +37.7% | +17.5% |
| 1Y | +20.1% | -5.2% | +25.3% | +18.7% |
| 3Y | +77.8% | -34.9% | +112.7% | +79.9% |
| All | +37.8% | -77.4% | +115.2% | +49.6% |
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