-47.1%
OPEN vs EPAM
-32.1%
-15.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.6% |
| 7D | -4.3% | +2.0% | -6.2% | -5.1% |
| 30D | -16.2% | +6.5% | -22.7% | -18.7% |
| 3M | -36.4% | +19.9% | -56.3% | -41.5% |
| 6M | -35.5% | -16.9% | -18.5% | -29.4% |
| YTD | -46.0% | -42.9% | -3.1% | -32.7% |
| 1Y | -47.1% | -30.4% | -16.8% | -37.1% |
| All | -47.1% | -32.1% | -15.0% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling