+430.0%
ECL vs EPAM
+751.2%
-321.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -2.6% | +2.0% | -4.6% | -2.9% |
| 30D | -2.2% | +6.5% | -8.7% | -3.6% |
| 3M | +10.1% | +19.9% | -9.8% | +5.9% |
| 6M | -5.7% | -16.9% | +11.2% | -3.8% |
| YTD | +7.0% | -42.9% | +49.8% | +15.6% |
| 1Y | +2.7% | -30.4% | +33.0% | +6.7% |
| 3Y | +57.7% | -54.7% | +112.4% | +71.3% |
| 5Y | +31.1% | -81.8% | +112.9% | +57.8% |
| 10Y | +150.9% | +65.5% | +85.4% | +98.3% |
| All | +430.0% | +751.2% | -321.2% | +268.4% |
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