+22.2%
Z vs EPAM
+85.6%
-63.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +10.0% | +9.7% |
| 7D | +10.2% | +0.8% | +9.3% | +9.8% |
| 30D | +23.7% | +24.9% | -1.3% | +13.2% |
| 3M | -6.6% | +22.6% | -29.1% | -14.1% |
| 6M | -23.0% | +24.2% | -47.2% | -30.3% |
| YTD | -50.3% | -33.0% | -17.4% | -43.2% |
| 1Y | -53.6% | -13.3% | -40.3% | -52.2% |
| 3Y | -10.1% | -42.9% | +32.9% | +3.3% |
| 5Y | -49.8% | -80.8% | +31.1% | -17.6% |
| 10Y | -1.6% | +122.5% | -124.1% | -50.7% |
| All | +22.2% | +85.6% | -63.4% | -33.3% |
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