-49.9%
EPAM vs ZYBT
-57.8%
+8.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -4.5% | -2.5% | -2.0% | -4.5% |
| 30D | +14.6% | -1.2% | +15.9% | +14.6% |
| 3M | +23.1% | +76.7% | -53.6% | +21.6% |
| 6M | -19.5% | +103.6% | -123.0% | -21.2% |
| YTD | -44.1% | +38.3% | -82.4% | -44.9% |
| 1Y | -25.2% | -84.7% | +59.5% | -23.7% |
| All | -49.9% | -57.8% | +8.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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