-87.0%
OPEN vs EPAM
-34.1%
-52.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -3.9% | -17.9% | -19.9% |
| 7D | -22.2% | +13.4% | -35.6% | -28.4% |
| 30D | -38.3% | +47.1% | -85.4% | -50.5% |
| 3M | -59.4% | +71.2% | -130.5% | -70.0% |
| 6M | -74.4% | +48.9% | -123.3% | -80.1% |
| YTD | -76.0% | -22.2% | -53.7% | -74.5% |
| 1Y | -78.7% | -5.2% | -73.5% | -79.7% |
| 3Y | -30.0% | -34.9% | +4.9% | -23.4% |
| 5Y | -93.7% | -77.4% | -16.3% | -88.2% |
| All | -87.0% | -34.1% | -52.9% | -86.9% |
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