-86.9%
OPEN vs EPAM
-35.2%
-51.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | -21.7% | +9.1% | -30.7% | -26.5% |
| 30D | -36.5% | +38.5% | -75.0% | -47.4% |
| 3M | -59.5% | +61.0% | -120.5% | -69.2% |
| 6M | -71.9% | +58.0% | -129.9% | -78.9% |
| YTD | -75.8% | -23.5% | -52.4% | -74.1% |
| 1Y | -78.5% | -10.5% | -68.0% | -78.9% |
| 3Y | -30.2% | -33.8% | +3.6% | -24.5% |
| 5Y | -93.3% | -78.1% | -15.2% | -87.1% |
| All | -86.9% | -35.2% | -51.8% | -86.7% |
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