-49.8%
EPAM vs ZYBT
-58.4%
+8.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -2.2% | -3.7% | +1.5% | -2.1% |
| 30D | +17.8% | -12.8% | +30.6% | +17.8% |
| 3M | +19.9% | +76.2% | -56.3% | +18.4% |
| 6M | -21.6% | +109.3% | -130.9% | -23.4% |
| YTD | -44.0% | +36.5% | -80.5% | -44.8% |
| 1Y | -30.5% | -84.0% | +53.5% | -29.2% |
| All | -49.8% | -58.4% | +8.6% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling