-70.8%
OPEN vs EPAM
-51.6%
-19.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.9% |
| 7D | -4.3% | +2.0% | -6.2% | -5.3% |
| 30D | -16.2% | +6.5% | -22.7% | -19.3% |
| 3M | -36.4% | +19.9% | -56.3% | -43.3% |
| 6M | -35.5% | -16.9% | -18.5% | -30.6% |
| YTD | -46.0% | -42.9% | -3.1% | -31.1% |
| 1Y | -47.1% | -30.4% | -16.8% | -39.5% |
| 3Y | -19.0% | -54.7% | +35.7% | +10.0% |
| 5Y | -83.6% | -81.8% | -1.8% | -65.1% |
| All | -70.8% | -51.6% | -19.2% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling