-89.0%
OPEN vs EPAM
-32.5%
-56.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -15.0% | +2.4% | -17.4% | -16.3% |
| 30D | -40.2% | +42.3% | -82.5% | -51.3% |
| 3M | -67.4% | +60.7% | -128.1% | -75.2% |
| 6M | -74.0% | +80.5% | -154.5% | -81.8% |
| YTD | -79.6% | -20.4% | -59.2% | -78.7% |
| 1Y | -86.1% | -9.6% | -76.5% | -86.5% |
| 3Y | -41.4% | -30.5% | -10.9% | -38.3% |
| 5Y | -94.9% | -75.7% | -19.2% | -90.8% |
| All | -89.0% | -32.5% | -56.4% | -89.0% |
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