-83.4%
OPEN vs EPAM
-31.5%
-51.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +20.6% | -30.2% | -19.7% |
| 7D | -5.8% | +23.0% | -28.8% | -17.3% |
| 30D | -21.1% | +51.6% | -72.7% | -37.9% |
| 3M | -52.4% | +50.8% | -103.2% | -62.8% |
| 6M | -65.8% | +51.1% | -116.9% | -73.8% |
| YTD | -69.3% | -19.1% | -50.2% | -68.2% |
| 1Y | -75.2% | +3.0% | -78.2% | -77.6% |
| 3Y | -14.4% | -31.2% | +16.8% | -9.4% |
| 5Y | -92.0% | -76.5% | -15.5% | -85.3% |
| All | -83.4% | -31.5% | -51.9% | -83.6% |
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