-18.3%
ZBH vs EPAM
+69.2%
-87.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.6% | -4.5% | -2.1% | -5.9% |
| 30D | -4.9% | +14.6% | -19.6% | -6.9% |
| 3M | +5.1% | +23.1% | -18.0% | +1.2% |
| 6M | +1.3% | -19.5% | +20.8% | +3.8% |
| YTD | +3.4% | -44.1% | +47.5% | +11.1% |
| 1Y | -8.7% | -25.2% | +16.5% | -6.5% |
| 3Y | -21.2% | -56.8% | +35.6% | -14.5% |
| 5Y | -29.2% | -81.7% | +52.5% | -14.5% |
| All | -18.3% | +69.2% | -87.5% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling