-9.1%
ZBH vs EPAM
-32.1%
+23.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.8% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -2.4% | +18.4% | -20.8% | -3.8% |
| 3M | +8.3% | +19.2% | -11.0% | +6.1% |
| 6M | +0.7% | -21.0% | +21.6% | +0.3% |
| YTD | +5.3% | -43.7% | +49.1% | +6.9% |
| 1Y | -9.1% | -29.9% | +20.8% | -9.4% |
| All | -9.1% | -32.1% | +23.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling