-41.4%
OPEN vs EPAM
-30.1%
-11.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -15.0% | +2.4% | -17.4% | -15.9% |
| 30D | -40.2% | +42.3% | -82.5% | -49.0% |
| 3M | -67.4% | +60.7% | -128.1% | -73.7% |
| 6M | -74.0% | +80.5% | -154.5% | -80.4% |
| YTD | -79.6% | -20.4% | -59.2% | -78.3% |
| 1Y | -86.1% | -9.6% | -76.5% | -86.2% |
| 3Y | -41.4% | -30.5% | -10.9% | -45.5% |
| All | -41.4% | -30.1% | -11.3% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling