-82.3%
OPEN vs EPAM
-11.8%
-70.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -21.7% | +9.1% | -30.7% | -23.0% |
| 30D | -36.5% | +38.5% | -75.0% | -42.0% |
| 3M | -59.5% | +61.0% | -120.5% | -64.7% |
| 6M | -71.9% | +58.0% | -129.9% | -75.3% |
| YTD | -75.8% | -23.5% | -52.4% | -77.9% |
| All | -82.3% | -11.8% | -70.6% | -85.0% |
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 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